+626.9%
FLEX vs STLD
+804.7%
-177.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -4.6% |
| 7D | -13.6% | -4.7% | -9.0% | -11.0% |
| 30D | -36.5% | -0.9% | -35.6% | -35.7% |
| 3M | -36.4% | -11.9% | -24.6% | -32.0% |
| 6M | -46.5% | +0.9% | -47.4% | -46.8% |
| YTD | +25.9% | +40.4% | -14.5% | +5.8% |
| 1Y | +19.6% | +56.6% | -37.0% | -4.9% |
| 3Y | +287.0% | +125.5% | +161.5% | +150.6% |
| 5Y | +466.6% | +292.8% | +173.8% | +155.5% |
| 10Y | +626.9% | +787.1% | -160.1% | +87.1% |
| All | +626.9% | +804.7% | -177.8% | +87.1% |
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