-35.8%
STZ vs FDS
-20.2%
-15.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +11.8% | +6.4% | +5.4% | +10.9% |
| 30D | +26.0% | +25.2% | +0.8% | +22.6% |
| 3M | +11.5% | +22.9% | -11.4% | +8.7% |
| 6M | -2.0% | +56.5% | -58.5% | -7.3% |
| YTD | +7.9% | +19.0% | -11.1% | +7.7% |
| 1Y | +13.9% | +32.7% | -18.8% | +10.2% |
| All | -35.8% | -20.2% | -15.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling