+1,080.4%
STLD vs FLR
+18.9%
+1,061.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -8.4% | -0.7% | -7.8% | -8.5% |
| 3M | -9.9% | +14.3% | -24.2% | -14.6% |
| 6M | +33.0% | +25.6% | +7.4% | +21.3% |
| YTD | +42.6% | +42.9% | -0.3% | +24.3% |
| 1Y | +80.8% | +38.7% | +42.0% | +58.1% |
| 3Y | +143.4% | +61.8% | +81.7% | +91.5% |
| 5Y | +293.4% | +254.1% | +39.3% | +135.0% |
| 10Y | +1,080.4% | +20.0% | +1,060.4% | +605.6% |
| All | +1,080.4% | +18.9% | +1,061.6% | +605.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling