+46.3%
FE vs STLD
+268.5%
-222.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.6% | +7.4% | +0.2% |
| 7D | +0.6% | -12.5% | +13.1% | +1.2% |
| 30D | +6.4% | -6.8% | +13.2% | +6.7% |
| 3M | -0.5% | -16.4% | +15.9% | +0.3% |
| 6M | +4.7% | -6.1% | +10.9% | +4.8% |
| YTD | +8.4% | +32.0% | -23.6% | +6.1% |
| 1Y | +7.2% | +45.5% | -38.3% | +4.4% |
| 3Y | +44.9% | +106.5% | -61.6% | +35.6% |
| 5Y | +46.3% | +267.2% | -220.9% | +26.7% |
| All | +46.3% | +268.5% | -222.2% | +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 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