-26.8%
FLUT vs STLD
+761.4%
-788.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -0.7% | +2.9% | -3.6% | -1.0% |
| 30D | +9.3% | -5.6% | +14.8% | +9.9% |
| 3M | -17.5% | -11.7% | -5.8% | -16.5% |
| 6M | -14.6% | -2.8% | -11.8% | -14.8% |
| YTD | -62.3% | +36.4% | -98.7% | -64.1% |
| 1Y | -59.6% | +50.0% | -109.6% | -62.0% |
| 3Y | -45.3% | +122.3% | -167.6% | -50.9% |
| 5Y | -50.4% | +273.2% | -323.6% | -57.1% |
| All | -26.8% | +761.4% | -788.2% | -32.7% |
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