+1,382.0%
FERG vs STLD
+1,661.4%
-279.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.1% | -11.1% | +9.0% | -0.6% |
| 30D | +8.7% | -4.8% | +13.4% | +9.3% |
| 3M | -7.4% | -14.6% | +7.1% | -5.7% |
| 6M | -6.6% | -7.4% | +0.8% | -6.0% |
| YTD | +6.6% | +32.6% | -26.0% | +2.5% |
| 1Y | -3.6% | +47.3% | -50.9% | -8.4% |
| 3Y | +56.4% | +107.5% | -51.1% | +43.0% |
| 5Y | +67.5% | +268.8% | -201.3% | +47.6% |
| 10Y | +434.6% | +883.3% | -448.7% | +359.6% |
| All | +1,382.0% | +1,661.4% | -279.4% | +1,196.8% |
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