-83.2%
FIG vs STLD
+83.7%
-166.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +2.8% |
| 7D | +3.4% | +2.9% | +0.5% | +3.3% |
| 30D | -9.5% | -5.6% | -3.9% | -9.4% |
| 3M | -26.2% | -11.7% | -14.5% | -26.2% |
| 6M | +2.7% | -2.8% | +5.5% | +2.8% |
| YTD | -48.0% | +36.4% | -84.4% | -52.0% |
| 1Y | -52.0% | +50.0% | -102.1% | -57.9% |
| All | -83.2% | +83.7% | -166.9% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling