+53.3%
FLNC vs STZ
-10.2%
+63.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -4.9% | -1.9% | -3.0% | -4.9% |
| 30D | -27.3% | -1.9% | -25.4% | -27.2% |
| 3M | -61.9% | -6.2% | -55.6% | -61.8% |
| 6M | -34.5% | -14.0% | -20.5% | -33.3% |
| YTD | -47.7% | -5.1% | -42.6% | -52.9% |
| 1Y | +53.3% | -9.6% | +62.9% | +58.1% |
| All | +53.3% | -10.2% | +63.5% | +58.1% |
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