+15.5%
STZ vs FLR
+8.6%
+7.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | 0.0% | +10.1% | -10.1% | -1.0% |
| 30D | +14.7% | -0.5% | +15.2% | +14.6% |
| 3M | +8.8% | -4.8% | +13.6% | +9.0% |
| 6M | +3.1% | +10.7% | -7.6% | +1.1% |
| YTD | +7.9% | +25.0% | -17.1% | +3.9% |
| 1Y | +14.2% | +8.3% | +5.9% | +11.6% |
| 3Y | -35.2% | +36.8% | -72.0% | -40.1% |
| 5Y | -29.6% | +121.8% | -151.3% | -39.8% |
| All | +15.5% | +8.6% | +7.0% | +1.7% |
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