-58.3%
FLNC vs STLD
+141.4%
-199.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +7.0% |
| 7D | +6.0% | +2.7% | +3.3% | +4.5% |
| 30D | -16.3% | -8.4% | -7.9% | -13.1% |
| 3M | -54.1% | -9.9% | -44.3% | -52.2% |
| 6M | -25.3% | +33.0% | -58.3% | -37.1% |
| YTD | -44.2% | +42.6% | -86.8% | -54.7% |
| 1Y | +53.1% | +80.8% | -27.6% | +9.5% |
| 3Y | -58.3% | +143.4% | -201.7% | -77.8% |
| All | -58.3% | +141.4% | -199.7% | -77.8% |
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