+15,369.2%
STLD vs FLR
+603.8%
+14,765.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.6% |
| 7D | +3.1% | +5.4% | -2.3% | +0.7% |
| 30D | -9.0% | +11.4% | -20.4% | -14.5% |
| 3M | -12.4% | +11.4% | -23.8% | -18.6% |
| 6M | +25.5% | +16.6% | +8.9% | +12.5% |
| YTD | +43.6% | +41.7% | +1.9% | +16.6% |
| 1Y | +87.2% | +35.4% | +51.8% | +53.5% |
| 3Y | +135.2% | +57.3% | +77.9% | +62.6% |
| 5Y | +290.9% | +241.0% | +49.9% | +73.3% |
| 10Y | +1,113.5% | +16.6% | +1,096.8% | +530.4% |
| All | +15,369.2% | +603.8% | +14,765.4% | +5,641.9% |
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