+87.2%
STLD vs FLR
+31.2%
+56.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | +3.1% | +5.4% | -2.3% | +2.2% |
| 30D | -9.0% | +11.4% | -20.4% | -11.1% |
| 3M | -12.4% | +11.4% | -23.8% | -14.8% |
| 6M | +25.5% | +16.6% | +8.9% | +19.4% |
| YTD | +43.6% | +41.7% | +1.9% | +29.1% |
| 1Y | +87.2% | +35.4% | +51.8% | +73.7% |
| All | +87.2% | +31.2% | +56.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling