+230.6%
FIS vs STZ
+1,565.4%
-1,334.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.7% |
| 7D | -25.5% | +4.9% | -30.4% | -26.9% |
| 30D | -15.1% | +20.9% | -35.9% | -20.2% |
| 3M | -32.1% | +8.0% | -40.1% | -34.0% |
| 6M | -36.1% | -5.3% | -30.8% | -35.5% |
| YTD | -55.4% | +5.9% | -61.3% | -57.0% |
| 1Y | -53.9% | +14.2% | -68.1% | -56.6% |
| 3Y | -39.8% | -37.0% | -2.8% | -32.9% |
| 5Y | -71.1% | -29.7% | -41.4% | -68.9% |
| 10Y | -53.8% | +5.2% | -59.0% | -57.0% |
| All | +230.6% | +1,565.4% | -1,334.8% | +71.3% |
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