+19.6%
FLEX vs STZ
+17.1%
+2.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -13.6% | +5.3% | -19.0% | -11.3% |
| 30D | -36.5% | +19.6% | -56.1% | -31.6% |
| 3M | -36.4% | +10.0% | -46.4% | -32.5% |
| 6M | -46.5% | -0.3% | -46.2% | -43.2% |
| YTD | +25.9% | +8.6% | +17.4% | +27.7% |
| 1Y | +19.6% | +16.6% | +3.0% | +32.2% |
| All | +19.6% | +17.1% | +2.5% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling