+424.8%
FLEX vs STLD
+274.1%
+150.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.5% |
| 7D | +7.5% | +2.9% | +4.5% | +6.0% |
| 30D | -25.3% | -5.6% | -19.7% | -22.6% |
| 3M | -39.7% | -11.7% | -28.0% | -35.8% |
| 6M | -47.9% | -2.8% | -45.1% | -47.1% |
| YTD | +24.1% | +36.4% | -12.4% | +8.1% |
| 1Y | +26.0% | +50.0% | -24.1% | +5.3% |
| 3Y | +282.7% | +122.3% | +160.4% | +168.3% |
| All | +424.8% | +274.1% | +150.7% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling