+71.1%
FDX vs STLD
+124.8%
-53.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.0% |
| 7D | +0.5% | -4.7% | +5.1% | +1.9% |
| 30D | +9.5% | -0.9% | +10.5% | +9.6% |
| 3M | -1.3% | -11.9% | +10.5% | +2.3% |
| 6M | +5.5% | +0.9% | +4.6% | +3.6% |
| YTD | +38.9% | +40.4% | -1.6% | +19.7% |
| 1Y | +58.8% | +56.6% | +2.2% | +31.3% |
| 3Y | +71.1% | +125.5% | -54.3% | +25.3% |
| All | +71.1% | +124.8% | -53.6% | +25.3% |
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