+2,752.4%
STZ vs FLR
+463.7%
+2,288.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.2% |
| 7D | +11.8% | -5.4% | +17.2% | +12.7% |
| 30D | +26.0% | -13.5% | +39.5% | +28.5% |
| 3M | +11.5% | -10.8% | +22.3% | +12.7% |
| 6M | -2.0% | -15.1% | +13.2% | -1.0% |
| YTD | +7.9% | +13.5% | -5.6% | +3.5% |
| 1Y | +13.9% | -5.1% | +19.0% | +12.3% |
| 3Y | -35.8% | +22.7% | -58.5% | -41.9% |
| 5Y | -28.4% | +94.8% | -123.2% | -41.9% |
| 10Y | +7.1% | +8.7% | -1.7% | -16.4% |
| All | +2,752.4% | +463.7% | +2,288.7% | +1,781.7% |
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