-9.7%
STZ vs FLR
+16.7%
-26.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.9% | +5.4% | -7.3% | -2.4% |
| 30D | -1.9% | +11.4% | -13.3% | -3.2% |
| 3M | -6.2% | +11.4% | -17.6% | -7.7% |
| 6M | -14.0% | +16.6% | -30.6% | -16.1% |
| YTD | -5.1% | +41.7% | -46.8% | -9.4% |
| 1Y | -9.6% | +35.4% | -45.0% | -13.5% |
| 3Y | -47.2% | +57.3% | -104.5% | -51.8% |
| 5Y | -33.6% | +241.0% | -274.6% | -45.6% |
| All | -9.7% | +16.7% | -26.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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