-86.6%
FLNC vs STLD
+279.2%
-365.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | +0.4% |
| 7D | -11.2% | +2.9% | -14.1% | -12.6% |
| 30D | -24.6% | -5.6% | -19.1% | -22.4% |
| 3M | -64.6% | -11.7% | -52.9% | -62.6% |
| 6M | -78.8% | -2.8% | -76.0% | -78.8% |
| YTD | -76.3% | +36.4% | -112.8% | -80.4% |
| 1Y | -71.2% | +50.0% | -121.2% | -77.3% |
| 3Y | -71.9% | +122.3% | -194.2% | -82.7% |
| 5Y | -87.5% | +273.2% | -360.7% | -94.1% |
| All | -86.6% | +279.2% | -365.9% | -93.8% |
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 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