+102.2%
FE vs STLD
+868.9%
-766.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.0% | -11.1% | +10.1% | +0.1% |
| 30D | +4.1% | -4.8% | +8.9% | +4.6% |
| 3M | -1.0% | -14.6% | +13.5% | +0.4% |
| 6M | +4.0% | -7.4% | +11.4% | +4.4% |
| YTD | +6.8% | +32.6% | -25.7% | +2.7% |
| 1Y | +5.3% | +47.3% | -42.0% | -0.1% |
| 3Y | +44.6% | +107.5% | -63.0% | +29.3% |
| 5Y | +44.2% | +268.8% | -224.6% | +15.9% |
| All | +102.2% | +868.9% | -766.7% | +41.2% |
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