-48.2%
FLEX vs STZ
-4.7%
-43.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +2.8% |
| 7D | -19.3% | +4.9% | -24.2% | -14.8% |
| 30D | -41.5% | +20.9% | -62.4% | -30.1% |
| 3M | -43.1% | +8.0% | -51.1% | -36.7% |
| 6M | -48.2% | -5.3% | -42.9% | -46.2% |
| All | -48.2% | -4.7% | -43.5% | -46.2% |
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