+292.6%
STLD vs FLR
+242.2%
+50.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +3.1% | +5.4% | -2.3% | +1.6% |
| 30D | -9.0% | +11.4% | -20.4% | -12.4% |
| 3M | -12.4% | +11.4% | -23.8% | -16.1% |
| 6M | +25.5% | +16.6% | +8.9% | +17.4% |
| YTD | +43.6% | +41.7% | +1.9% | +25.8% |
| 1Y | +87.2% | +35.4% | +51.8% | +65.3% |
| 3Y | +135.2% | +57.3% | +77.9% | +82.2% |
| All | +292.6% | +242.2% | +50.4% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling