+7,917.6%
FLEX vs STZ
+3,943.8%
+3,973.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | -10.1% | -1.9% | -8.3% | -9.9% |
| 3M | -31.3% | -6.2% | -25.1% | -30.6% |
| 6M | +71.3% | -14.0% | +85.3% | +76.7% |
| YTD | +81.2% | -5.1% | +86.4% | +80.5% |
| 1Y | +98.5% | -9.6% | +108.1% | +99.8% |
| 3Y | +428.2% | -47.2% | +475.5% | +510.6% |
| 5Y | +657.3% | -33.6% | +690.8% | +714.4% |
| 10Y | +995.9% | -9.8% | +1,005.7% | +966.4% |
| All | +7,917.6% | +3,943.8% | +3,973.9% | +3,515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling