+5,983.9%
FAST vs STLD
+8,684.3%
-2,700.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +5.8% | -12.4% | +18.1% | +8.8% |
| 6M | +8.0% | +25.5% | -17.5% | +0.7% |
| YTD | +25.6% | +43.6% | -18.0% | +12.9% |
| 1Y | +0.8% | +87.2% | -86.4% | -16.0% |
| 3Y | +86.1% | +135.2% | -49.1% | +42.6% |
| 5Y | +100.2% | +290.9% | -190.7% | +29.1% |
| 10Y | +494.2% | +1,113.5% | -619.3% | +164.4% |
| All | +5,983.9% | +8,684.3% | -2,700.4% | +1,210.8% |
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