+70.0%
FDX vs STLD
+255.4%
-185.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -1.6% | -11.1% | +9.5% | +1.8% |
| 30D | +6.6% | -4.8% | +11.4% | +8.0% |
| 3M | -2.1% | -14.6% | +12.5% | +2.1% |
| 6M | +2.2% | -7.4% | +9.6% | +3.3% |
| YTD | +33.9% | +32.6% | +1.4% | +20.1% |
| 1Y | +50.2% | +47.3% | +2.9% | +30.2% |
| 3Y | +65.5% | +107.5% | -42.0% | +26.9% |
| All | +70.0% | +255.4% | -185.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling