+576.2%
FE vs STLD
+7,050.0%
-6,473.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +1.9% | +3.1% | -1.2% | +1.5% |
| 30D | -1.2% | -9.0% | +7.8% | -0.1% |
| 3M | +3.5% | -12.4% | +15.9% | +5.0% |
| 6M | -6.1% | +25.5% | -31.6% | -9.4% |
| YTD | +7.6% | +43.6% | -36.0% | +1.7% |
| 1Y | +11.9% | +87.2% | -75.3% | +1.8% |
| 3Y | +48.4% | +135.2% | -86.8% | +28.6% |
| 5Y | +44.8% | +290.9% | -246.1% | +14.0% |
| 10Y | +115.9% | +1,113.5% | -997.6% | +37.2% |
| All | +576.2% | +7,050.0% | -6,473.8% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling