-68.4%
FLNC vs STZ
+14.7%
-83.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.3% | +4.9% | +11.4% |
| 7D | -2.1% | +13.0% | -15.1% | +1.1% |
| 30D | -20.8% | +29.4% | -50.2% | -16.3% |
| 3M | -61.3% | +11.6% | -72.9% | -59.9% |
| 6M | -50.9% | -0.2% | -50.6% | -48.9% |
| YTD | -69.4% | +8.6% | -77.9% | -72.5% |
| 1Y | -68.4% | +15.9% | -84.3% | -72.0% |
| All | -68.4% | +14.7% | -83.1% | -72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling