+5,008.5%
FLEX vs STZ
+4,414.5%
+594.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.0% |
| 7D | -19.3% | +4.9% | -24.2% | -20.6% |
| 30D | -41.5% | +20.9% | -62.4% | -45.1% |
| 3M | -43.1% | +8.0% | -51.1% | -45.1% |
| 6M | -48.2% | -5.3% | -42.9% | -48.6% |
| YTD | +15.5% | +5.9% | +9.6% | +10.1% |
| 1Y | +10.2% | +14.2% | -4.0% | +2.7% |
| 3Y | +256.8% | -37.0% | +293.8% | +287.5% |
| 5Y | +408.2% | -29.7% | +437.9% | +431.9% |
| 10Y | +580.8% | +5.2% | +575.7% | +527.7% |
| All | +5,008.5% | +4,414.5% | +594.0% | +2,106.3% |
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