+565.2%
FLEX vs STLD
+868.9%
-303.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | -19.3% | -11.1% | -8.2% | -13.9% |
| 30D | -41.5% | -4.8% | -36.8% | -39.6% |
| 3M | -43.1% | -14.6% | -28.6% | -38.2% |
| 6M | -48.2% | -7.4% | -40.8% | -46.2% |
| YTD | +15.5% | +32.6% | -17.1% | +0.1% |
| 1Y | +10.2% | +47.3% | -37.1% | -9.4% |
| 3Y | +256.8% | +107.5% | +149.3% | +141.8% |
| 5Y | +408.2% | +268.8% | +139.3% | +138.3% |
| All | +565.2% | +868.9% | -303.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling