+1,397.3%
FANG vs STLD
+2,541.6%
-1,144.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.0% |
| 7D | +0.8% | +3.1% | -2.4% | -1.0% |
| 30D | +7.6% | -9.0% | +16.6% | +12.4% |
| 3M | -1.3% | -12.4% | +11.1% | +4.2% |
| 6M | +14.7% | +25.5% | -10.8% | -2.2% |
| YTD | +34.8% | +43.6% | -8.8% | +6.1% |
| 1Y | +42.9% | +87.2% | -44.3% | -4.0% |
| 3Y | +43.8% | +135.2% | -91.5% | -19.1% |
| 5Y | +225.8% | +290.9% | -65.0% | +22.6% |
| 10Y | +171.9% | +1,113.5% | -941.6% | -49.5% |
| All | +1,397.3% | +2,541.6% | -1,144.3% | +109.9% |
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 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