-51.1%
FLUT vs STLD
+292.4%
-343.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -1.6% | +3.1% | -4.8% | -2.3% |
| 30D | +7.7% | -9.0% | +16.7% | +9.7% |
| 3M | -0.7% | -12.4% | +11.7% | +1.7% |
| 6M | -11.2% | +25.5% | -36.7% | -17.1% |
| YTD | -53.4% | +43.6% | -97.1% | -58.1% |
| 1Y | -65.8% | +87.2% | -152.9% | -71.2% |
| 3Y | -44.9% | +135.2% | -180.2% | -56.8% |
| All | -51.1% | +292.4% | -343.5% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling