+70.2%
FDX vs STLD
+104.7%
-34.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.6% | +3.8% | -1.4% |
| 7D | +2.9% | -12.5% | +15.4% | +7.4% |
| 30D | +9.6% | -6.8% | +16.4% | +11.9% |
| 3M | +2.4% | -16.4% | +18.7% | +7.9% |
| 6M | +9.2% | -6.1% | +15.3% | +9.8% |
| YTD | +37.7% | +32.0% | +5.7% | +21.1% |
| 1Y | +56.1% | +45.5% | +10.6% | +32.2% |
| All | +70.2% | +104.7% | -34.5% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling