-83.6%
FIG vs STLD
+91.4%
-175.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | -14.3% | -0.5% | -13.8% | -14.3% |
| 30D | -13.6% | -0.1% | -13.6% | -13.6% |
| 3M | -23.7% | -9.2% | -14.6% | -23.8% |
| 6M | -5.4% | +1.8% | -7.1% | -5.4% |
| YTD | -49.2% | +42.1% | -91.4% | -53.2% |
| 1Y | -57.4% | +58.5% | -115.9% | -62.7% |
| All | -83.6% | +91.4% | -175.0% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling