+122.3%
STLD vs FLR
+35.7%
+86.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +2.9% | +5.4% | -2.4% | +1.6% |
| 30D | -5.6% | +2.8% | -8.4% | -6.2% |
| 3M | -11.7% | -6.4% | -5.3% | -10.6% |
| 6M | -2.8% | +8.8% | -11.5% | -6.1% |
| YTD | +36.4% | +23.6% | +12.9% | +25.8% |
| 1Y | +50.0% | +13.8% | +36.2% | +41.1% |
| 3Y | +122.3% | +36.5% | +85.8% | +79.5% |
| All | +122.3% | +35.7% | +86.6% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling