+16.3%
STZ vs FDS
+127.7%
-111.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | +15.2% | +14.8% | +0.4% | +10.7% |
| 3M | +7.6% | +16.3% | -8.6% | +2.7% |
| 6M | +5.3% | +66.2% | -61.0% | -10.8% |
| YTD | +8.6% | +16.2% | -7.6% | +1.8% |
| 1Y | +15.6% | +21.8% | -6.3% | +6.2% |
| 3Y | -35.2% | -23.9% | -11.3% | -30.1% |
| 5Y | -29.1% | -23.1% | -6.0% | -25.2% |
| All | +16.3% | +127.7% | -111.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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