+42.9%
FANG vs STLD
+89.3%
-46.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | +0.8% | +3.1% | -2.4% | +0.6% |
| 30D | +7.6% | -9.0% | +16.6% | +8.4% |
| 3M | -1.3% | -12.4% | +11.1% | -0.5% |
| 6M | +14.7% | +25.5% | -10.8% | +12.1% |
| YTD | +34.8% | +43.6% | -8.8% | +27.6% |
| 1Y | +42.9% | +87.2% | -44.3% | +28.9% |
| All | +42.9% | +89.3% | -46.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling