-86.0%
FLNC vs STLD
+290.3%
-376.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.8% | -12.8% | -10.9% |
| 7D | -10.7% | -4.7% | -6.1% | -8.5% |
| 30D | -33.9% | -0.9% | -33.0% | -33.5% |
| 3M | -61.2% | -11.9% | -49.3% | -59.0% |
| 6M | -79.7% | +0.9% | -80.6% | -80.0% |
| YTD | -75.2% | +40.4% | -115.6% | -79.7% |
| 1Y | -77.5% | +56.6% | -134.0% | -82.6% |
| 3Y | -71.4% | +125.5% | -196.8% | -82.5% |
| 5Y | -85.6% | +292.8% | -378.5% | -93.4% |
| All | -86.0% | +290.3% | -376.3% | -93.6% |
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