-70.4%
FLNC vs STLD
+299.2%
-369.6%
-90.4%
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% | +2.3% |
| 7D | -4.9% | +3.1% | -8.0% | -6.4% |
| 30D | -27.3% | -9.0% | -18.3% | -24.1% |
| 3M | -61.9% | -12.4% | -49.5% | -59.6% |
| 6M | -34.5% | +25.5% | -60.0% | -42.8% |
| YTD | -47.7% | +43.6% | -91.3% | -57.5% |
| 1Y | +53.3% | +87.2% | -33.9% | +8.7% |
| 3Y | -62.4% | +135.2% | -197.7% | -77.4% |
| All | -70.4% | +299.2% | -369.6% | -86.5% |
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