+3,396.4%
FLEX vs STLD
+8,684.3%
-5,287.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | -0.9% | +3.1% | -4.0% | -2.3% |
| 30D | -10.1% | -9.0% | -1.2% | -6.8% |
| 3M | -31.3% | -12.4% | -19.0% | -28.0% |
| 6M | +71.3% | +25.5% | +45.8% | +55.9% |
| YTD | +81.2% | +43.6% | +37.6% | +55.6% |
| 1Y | +98.5% | +87.2% | +11.3% | +52.7% |
| 3Y | +428.2% | +135.2% | +293.0% | +265.3% |
| 5Y | +657.3% | +290.9% | +366.4% | +305.8% |
| 10Y | +995.9% | +1,113.5% | -117.5% | +254.5% |
| All | +3,396.4% | +8,684.3% | -5,287.9% | +268.0% |
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