+376.5%
FIS vs STZ
+1,391.8%
-1,015.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.7% |
| 30D | -2.2% | -1.9% | -0.3% | -1.7% |
| 3M | +2.1% | -6.2% | +8.4% | +4.0% |
| 6M | -14.7% | -14.0% | -0.7% | -11.4% |
| YTD | -35.7% | -5.1% | -30.6% | -35.6% |
| 1Y | -37.1% | -9.6% | -27.5% | -36.1% |
| 3Y | -20.0% | -47.2% | +27.2% | -5.4% |
| 5Y | -62.1% | -33.6% | -28.5% | -58.3% |
| 10Y | -37.4% | -9.8% | -27.6% | -38.7% |
| All | +376.5% | +1,391.8% | -1,015.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling