-32.8%
STZ vs FDS
-17.4%
-15.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.6% |
| 30D | -1.9% | +9.0% | -10.9% | -3.4% |
| 3M | -6.2% | +18.9% | -25.1% | -9.2% |
| 6M | -14.0% | +35.1% | -49.1% | -19.3% |
| YTD | -5.1% | +5.5% | -10.6% | -5.5% |
| 1Y | -9.6% | -16.8% | +7.2% | -3.8% |
| 3Y | -47.2% | -28.1% | -19.2% | -42.0% |
| All | -32.8% | -17.4% | -15.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling