+4.7%
FERG vs STLD
+56.0%
-51.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.3% |
| 7D | +7.2% | -4.7% | +11.9% | +8.6% |
| 30D | +17.9% | -0.9% | +18.9% | +18.0% |
| 3M | -1.3% | -11.9% | +10.6% | +2.4% |
| 6M | +8.3% | +0.9% | +7.4% | +5.5% |
| YTD | +18.3% | +40.4% | -22.1% | -2.8% |
| 1Y | +4.7% | +56.6% | -51.9% | -21.6% |
| All | +4.7% | +56.0% | -51.3% | -21.6% |
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 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