+3.0%
STZ vs FDS
+144.4%
-141.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +11.8% | +6.4% | +5.4% | +9.9% |
| 30D | +26.0% | +25.2% | +0.8% | +18.2% |
| 3M | +11.5% | +22.9% | -11.4% | +4.8% |
| 6M | -2.0% | +56.5% | -58.5% | -15.4% |
| YTD | +7.9% | +19.0% | -11.1% | +0.5% |
| 1Y | +13.9% | +32.7% | -18.8% | +1.7% |
| 3Y | -35.8% | -20.4% | -15.4% | -31.9% |
| 5Y | -28.4% | -19.6% | -8.8% | -25.7% |
| All | +3.0% | +144.4% | -141.4% | -28.6% |
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