+1,299.0%
FANG vs STLD
+2,409.8%
-1,110.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +3.2% |
| 7D | +4.0% | +2.9% | +1.1% | +2.3% |
| 30D | -5.8% | -5.6% | -0.2% | -3.3% |
| 3M | -6.7% | -11.7% | +5.0% | -1.7% |
| 6M | -6.4% | -2.8% | -3.6% | -7.7% |
| YTD | +25.9% | +36.4% | -10.5% | +1.2% |
| 1Y | +31.1% | +50.0% | -18.9% | -0.3% |
| 3Y | +31.3% | +122.3% | -91.0% | -23.9% |
| 5Y | +108.3% | +273.2% | -164.9% | -19.8% |
| 10Y | +156.4% | +763.8% | -607.4% | -44.5% |
| All | +1,299.0% | +2,409.8% | -1,110.8% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling