+25.5%
FLEX vs STLD
+57.2%
-31.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.9% |
| 7D | +2.2% | -0.5% | +2.7% | +3.0% |
| 30D | -32.6% | -0.1% | -32.6% | -31.9% |
| 3M | -35.5% | -9.2% | -26.3% | -31.0% |
| 6M | -45.6% | +1.8% | -47.3% | -46.5% |
| YTD | +30.7% | +42.1% | -11.4% | +1.4% |
| All | +25.5% | +57.2% | -31.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling