+256.8%
FLEX vs STLD
+105.6%
+151.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | -19.3% | -11.1% | -8.2% | -13.1% |
| 30D | -41.5% | -4.8% | -36.8% | -39.3% |
| 3M | -43.1% | -14.6% | -28.6% | -37.5% |
| 6M | -48.2% | -7.4% | -40.8% | -45.9% |
| YTD | +15.5% | +32.6% | -17.1% | -1.1% |
| 1Y | +10.2% | +47.3% | -37.1% | -10.8% |
| 3Y | +256.8% | +107.5% | +149.3% | +134.1% |
| All | +256.8% | +105.6% | +151.2% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling