+1,685.4%
FLUT vs STLD
+10,457.3%
-8,771.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.6% | +9.0% | +1.9% |
| 7D | +4.8% | -12.5% | +17.3% | +5.6% |
| 30D | +8.8% | -6.8% | +15.6% | +9.2% |
| 3M | -10.7% | -16.4% | +5.7% | -9.8% |
| 6M | -19.7% | -6.1% | -13.6% | -19.6% |
| YTD | -61.4% | +32.0% | -93.4% | -62.2% |
| 1Y | -61.6% | +45.5% | -107.1% | -62.7% |
| 3Y | -51.4% | +106.5% | -157.9% | -53.8% |
| 5Y | -51.0% | +267.2% | -318.2% | -54.7% |
| 10Y | -25.2% | +878.9% | -904.0% | -33.6% |
| All | +1,685.4% | +10,457.3% | -8,771.8% | +1,317.8% |
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