-2.3%
FERG vs STLD
+89.3%
-91.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.9% |
| 7D | 0.0% | +3.1% | -3.2% | -1.3% |
| 30D | -10.2% | -9.0% | -1.2% | -7.1% |
| 3M | -0.6% | -12.4% | +11.8% | +4.1% |
| 6M | -6.5% | +25.5% | -32.0% | -18.6% |
| YTD | +4.2% | +43.6% | -39.4% | -16.5% |
| 1Y | -2.3% | +87.2% | -89.4% | -38.1% |
| All | -2.3% | +89.3% | -91.5% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling