+110.7%
FE vs STLD
+779.4%
-668.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -1.1% | -9.7% | +8.5% | -0.1% |
| 30D | +4.6% | -4.5% | +9.2% | +5.1% |
| 3M | -0.8% | -13.1% | +12.3% | +0.4% |
| 6M | +7.3% | -2.8% | +10.0% | +7.1% |
| YTD | +8.3% | +35.3% | -27.0% | +3.8% |
| 1Y | +5.7% | +51.4% | -45.7% | -0.1% |
| 3Y | +49.0% | +117.9% | -68.9% | +32.1% |
| 5Y | +49.2% | +272.6% | -223.4% | +19.1% |
| 10Y | +110.7% | +782.2% | -671.5% | +41.9% |
| All | +110.7% | +779.4% | -668.7% | +41.9% |
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