+231.0%
FANG vs STLD
+294.9%
-63.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -0.4% | -2.8% | +2.4% | +0.6% |
| 30D | +2.4% | -10.4% | +12.8% | +6.0% |
| 3M | +4.9% | -10.6% | +15.5% | +8.0% |
| 6M | +12.0% | +32.7% | -20.7% | -1.2% |
| YTD | +37.1% | +42.8% | -5.7% | +17.0% |
| 1Y | +52.3% | +86.9% | -34.7% | +16.0% |
| 3Y | +45.0% | +143.8% | -98.9% | -2.6% |
| 5Y | +231.0% | +293.5% | -62.5% | +78.2% |
| All | +231.0% | +294.9% | -63.9% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling