-46.8%
STZ vs FLR
+58.4%
-105.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.9% | +5.4% | -7.3% | -2.1% |
| 30D | -1.9% | +11.4% | -13.3% | -2.3% |
| 3M | -6.2% | +11.4% | -17.6% | -6.7% |
| 6M | -14.0% | +16.6% | -30.6% | -14.7% |
| YTD | -5.1% | +41.7% | -46.8% | -6.7% |
| 1Y | -9.6% | +35.4% | -45.0% | -11.0% |
| All | -46.8% | +58.4% | -105.3% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling