-46.0%
FLUT vs STLD
+115.4%
-161.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -6.5% | -9.7% | +3.2% | -4.4% |
| 30D | +2.8% | -4.5% | +7.3% | +3.6% |
| 3M | -13.5% | -13.1% | -0.4% | -11.2% |
| 6M | -19.0% | -2.8% | -16.2% | -19.8% |
| YTD | -61.9% | +35.3% | -97.2% | -66.2% |
| 1Y | -63.2% | +51.4% | -114.6% | -68.5% |
| 3Y | -46.0% | +117.9% | -164.0% | -59.6% |
| All | -46.0% | +115.4% | -161.4% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling