+14,178.8%
STLD vs FLR
+482.5%
+13,696.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | -1.1% |
| 7D | -11.1% | -0.8% | -10.3% | -10.8% |
| 30D | -4.8% | -9.1% | +4.3% | -0.8% |
| 3M | -14.6% | -4.7% | -9.9% | -14.2% |
| 6M | -7.4% | -14.2% | +6.8% | -4.4% |
| YTD | +32.6% | +17.3% | +15.3% | +16.7% |
| 1Y | +47.3% | +4.3% | +43.1% | +36.4% |
| 3Y | +107.5% | +30.7% | +76.8% | +56.1% |
| 5Y | +268.8% | +101.3% | +167.5% | +112.1% |
| 10Y | +883.3% | +12.4% | +870.9% | +409.3% |
| All | +14,178.8% | +482.5% | +13,696.3% | +5,649.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling