+224.4%
FITB vs STZ
+11.6%
+212.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.5% | +5.3% | -4.9% | -2.2% |
| 30D | +7.0% | +19.6% | -12.6% | -2.7% |
| 3M | -4.4% | +10.0% | -14.3% | -9.7% |
| 6M | +11.6% | -0.3% | +11.8% | +10.3% |
| YTD | +18.6% | +8.6% | +10.1% | +10.4% |
| 1Y | +29.8% | +16.6% | +13.2% | +15.8% |
| 3Y | +140.7% | -34.8% | +175.5% | +186.7% |
| 5Y | +48.6% | -27.8% | +76.5% | +63.4% |
| 10Y | +224.4% | +12.5% | +211.9% | +195.5% |
| All | +224.4% | +11.6% | +212.8% | +195.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling