+2,030.5%
FLEX vs STLD
+7,971.8%
-5,941.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.6% | -6.0% | -10.5% |
| 7D | -28.3% | -12.5% | -15.8% | -23.9% |
| 30D | -45.0% | -6.8% | -38.2% | -43.1% |
| 3M | -45.2% | -16.4% | -28.9% | -40.9% |
| 6M | -30.8% | -6.1% | -24.7% | -28.8% |
| YTD | +10.4% | +32.0% | -21.5% | -1.4% |
| 1Y | +2.3% | +45.5% | -43.3% | -12.2% |
| 3Y | +238.9% | +106.5% | +132.4% | +148.8% |
| 5Y | +386.0% | +267.2% | +118.8% | +169.8% |
| 10Y | +551.1% | +878.9% | -327.8% | +130.9% |
| All | +2,030.5% | +7,971.8% | -5,941.2% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling