+2,409.2%
STZ vs FLR
+603.8%
+1,805.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -1.9% | +5.4% | -7.3% | -2.7% |
| 30D | -1.9% | +11.4% | -13.3% | -3.9% |
| 3M | -6.2% | +11.4% | -17.6% | -8.6% |
| 6M | -14.0% | +16.6% | -30.6% | -17.2% |
| YTD | -5.1% | +41.7% | -46.8% | -11.8% |
| 1Y | -9.6% | +35.4% | -45.0% | -15.7% |
| 3Y | -47.2% | +57.3% | -104.5% | -53.9% |
| 5Y | -33.6% | +241.0% | -274.6% | -51.0% |
| 10Y | -9.8% | +16.6% | -26.4% | -29.6% |
| All | +2,409.2% | +603.8% | +1,805.4% | +1,504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling