-71.6%
FLNC vs STLD
+295.4%
-367.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +1.9% |
| 7D | -4.1% | -0.9% | -3.1% | -3.6% |
| 30D | -24.8% | -8.9% | -15.9% | -21.5% |
| 3M | -59.1% | -14.0% | -45.1% | -56.4% |
| 6M | -42.0% | +30.8% | -72.8% | -50.5% |
| YTD | -49.8% | +42.3% | -92.1% | -59.0% |
| 1Y | +43.1% | +81.1% | -38.0% | +3.0% |
| 3Y | -61.0% | +149.2% | -210.1% | -77.2% |
| All | -71.6% | +295.4% | -367.0% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling