+2,701.3%
STZ vs FLR
+482.5%
+2,218.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +20.9% | -9.1% | +30.0% | +22.3% |
| 3M | +8.0% | -4.7% | +12.6% | +8.0% |
| 6M | -5.3% | -14.2% | +8.9% | -4.5% |
| YTD | +5.9% | +17.3% | -11.4% | +1.1% |
| 1Y | +14.2% | +4.3% | +10.0% | +10.9% |
| 3Y | -37.0% | +30.7% | -67.7% | -43.5% |
| 5Y | -29.7% | +101.3% | -131.0% | -43.2% |
| 10Y | +5.2% | +12.4% | -7.2% | -18.3% |
| All | +2,701.3% | +482.5% | +2,218.8% | +1,738.3% |
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