-71.1%
FLNC vs STLD
+296.9%
-368.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.5% | -8.4% |
| 7D | -4.2% | -2.8% | -1.4% | -2.8% |
| 30D | -20.0% | -10.4% | -9.6% | -15.9% |
| 3M | -56.9% | -10.6% | -46.3% | -54.9% |
| 6M | -35.5% | +32.7% | -68.2% | -45.5% |
| YTD | -48.8% | +42.8% | -91.6% | -58.3% |
| 1Y | +49.3% | +86.9% | -37.7% | +5.7% |
| 3Y | -61.8% | +143.8% | -205.6% | -77.4% |
| All | -71.1% | +296.9% | -368.0% | -86.8% |
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 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