+71.3%
FLEX vs STZ
-17.1%
+88.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.3% |
| 7D | -0.9% | -1.9% | +1.0% | -1.3% |
| 30D | -10.1% | -1.9% | -8.3% | -10.6% |
| 3M | -31.3% | -6.2% | -25.1% | -32.1% |
| 6M | +71.3% | -14.0% | +85.3% | +70.2% |
| All | +71.3% | -17.1% | +88.3% | +70.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling