+446.2%
FLEX vs STZ
-29.2%
+475.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +17.1% | 0.0% | +17.0% | +17.1% |
| 30D | -29.5% | +14.7% | -44.3% | -30.5% |
| 3M | -37.3% | +8.8% | -46.1% | -37.8% |
| 6M | -44.1% | +3.1% | -47.1% | -44.2% |
| YTD | +29.3% | +7.9% | +21.4% | +25.9% |
| 1Y | +24.2% | +14.2% | +10.0% | +19.0% |
| 3Y | +297.3% | -35.2% | +332.5% | +337.8% |
| 5Y | +446.2% | -29.6% | +475.8% | +458.6% |
| All | +446.2% | -29.2% | +475.3% | +458.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling