+1,005.1%
FLEX vs STZ
-9.3%
+1,014.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | -10.1% | -1.9% | -8.3% | -9.9% |
| 3M | -31.3% | -6.2% | -25.1% | -30.5% |
| 6M | +71.3% | -14.0% | +85.3% | +78.7% |
| YTD | +81.2% | -5.1% | +86.4% | +78.9% |
| 1Y | +98.5% | -9.6% | +108.1% | +99.2% |
| 3Y | +428.2% | -47.2% | +475.5% | +559.1% |
| 5Y | +657.3% | -33.6% | +690.8% | +723.6% |
| All | +1,005.1% | -9.3% | +1,014.4% | +913.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling