+184.5%
FDX vs STLD
+1,105.0%
-920.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.1% |
| 7D | -2.5% | +3.1% | -5.7% | -3.8% |
| 30D | +3.8% | -9.0% | +12.8% | +7.1% |
| 3M | -1.3% | -12.4% | +11.1% | +2.9% |
| 6M | +5.0% | +25.5% | -20.5% | -5.1% |
| YTD | +39.6% | +43.6% | -4.0% | +19.2% |
| 1Y | +81.1% | +87.2% | -6.1% | +38.9% |
| 3Y | +63.0% | +135.2% | -72.2% | +11.3% |
| 5Y | +65.6% | +290.9% | -225.3% | -14.3% |
| All | +184.5% | +1,105.0% | -920.5% | -14.6% |
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