+12.5%
STZ vs FLR
+10.4%
+2.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.3% | +5.1% | +0.2% | +4.8% |
| 30D | +19.6% | -0.5% | +20.1% | +19.4% |
| 3M | +10.0% | -3.5% | +13.4% | +10.0% |
| 6M | -0.3% | +16.5% | -16.7% | -2.7% |
| YTD | +8.6% | +27.3% | -18.7% | +4.4% |
| 1Y | +16.6% | +10.6% | +5.9% | +13.7% |
| 3Y | -34.8% | +39.4% | -74.2% | -39.8% |
| 5Y | -27.8% | +126.4% | -154.2% | -38.4% |
| 10Y | +12.5% | +8.4% | +4.1% | -0.8% |
| All | +12.5% | +10.4% | +2.2% | -0.8% |
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