+182.5%
FANG vs STLD
+1,117.5%
-935.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.2% |
| 7D | +1.2% | -3.6% | +4.8% | +3.3% |
| 30D | +2.4% | -10.1% | +12.5% | +7.8% |
| 3M | +5.1% | -11.4% | +16.5% | +10.4% |
| 6M | +16.4% | +30.8% | -14.4% | -3.7% |
| YTD | +39.0% | +40.7% | -1.7% | +9.3% |
| 1Y | +50.6% | +80.8% | -30.1% | +1.1% |
| 3Y | +46.9% | +140.2% | -93.2% | -21.3% |
| 5Y | +238.2% | +288.5% | -50.2% | +17.0% |
| All | +182.5% | +1,117.5% | -935.0% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling