-22.9%
FLUT vs STLD
+802.0%
-824.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.5% |
| 7D | +4.5% | -0.5% | +5.0% | +4.5% |
| 30D | +9.2% | -0.1% | +9.3% | +9.1% |
| 3M | -13.7% | -9.2% | -4.5% | -12.9% |
| 6M | -9.0% | +1.8% | -10.8% | -9.7% |
| YTD | -60.2% | +42.1% | -102.4% | -62.3% |
| 1Y | -63.1% | +58.5% | -121.6% | -65.5% |
| 3Y | -42.5% | +128.2% | -170.7% | -48.5% |
| 5Y | -47.6% | +288.2% | -335.8% | -54.8% |
| 10Y | -22.9% | +799.8% | -822.7% | -29.4% |
| All | -22.9% | +802.0% | -824.9% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling