-59.1%
FIG vs STLD
+45.5%
-104.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.0% |
| 7D | -13.1% | -11.1% | -2.0% | -14.3% |
| 30D | -13.0% | -4.8% | -8.2% | -13.1% |
| 3M | -21.5% | -14.6% | -7.0% | -22.8% |
| 6M | -2.5% | -7.4% | +4.9% | -1.9% |
| YTD | -49.7% | +32.6% | -82.2% | -51.1% |
| 1Y | -59.1% | +47.3% | -106.4% | -64.2% |
| All | -59.1% | +45.5% | -104.6% | -64.2% |
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