-29.4%
STZ vs FLR
+93.7%
-123.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -1.9% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | +20.9% | -9.1% | +30.0% | +21.4% |
| 3M | +8.0% | -4.7% | +12.6% | +8.0% |
| 6M | -5.3% | -14.2% | +8.9% | -4.9% |
| YTD | +5.9% | +17.3% | -11.4% | +4.0% |
| 1Y | +14.2% | +4.3% | +10.0% | +12.9% |
| 3Y | -37.0% | +30.7% | -67.7% | -40.8% |
| All | -29.4% | +93.7% | -123.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling