+499.9%
FAST vs STLD
+1,105.0%
-605.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -0.4% | +3.1% | -3.5% | -1.3% |
| 30D | -0.8% | -9.0% | +8.2% | +1.6% |
| 3M | +5.8% | -12.4% | +18.1% | +9.0% |
| 6M | +8.0% | +25.5% | -17.5% | +0.2% |
| YTD | +25.6% | +43.6% | -18.0% | +11.9% |
| 1Y | +0.8% | +87.2% | -86.4% | -17.2% |
| 3Y | +86.1% | +135.2% | -49.1% | +39.0% |
| 5Y | +100.2% | +290.9% | -190.7% | +22.3% |
| All | +499.9% | +1,105.0% | -605.2% | +112.9% |
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 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