+4,565.0%
STZ vs FDS
+10,782.2%
-6,217.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +4.7% |
| 7D | +13.0% | +9.4% | +3.5% | +11.0% |
| 30D | +29.4% | +23.8% | +5.6% | +24.1% |
| 3M | +11.6% | +25.1% | -13.5% | +6.5% |
| 6M | -0.2% | +53.8% | -54.0% | -9.4% |
| YTD | +8.6% | +19.6% | -11.0% | +2.6% |
| 1Y | +15.9% | +31.6% | -15.7% | +7.3% |
| 3Y | -35.4% | -20.0% | -15.4% | -34.2% |
| 5Y | -26.9% | -18.6% | -8.3% | -26.3% |
| 10Y | +7.8% | +149.8% | -142.0% | -13.3% |
| All | +4,565.0% | +10,782.2% | -6,217.2% | +2,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling