-2.5%
FIG vs STLD
-6.9%
+4.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.0% |
| 7D | -13.1% | -11.1% | -2.0% | -14.7% |
| 30D | -13.0% | -4.8% | -8.2% | -12.9% |
| 3M | -21.5% | -14.6% | -7.0% | -23.7% |
| 6M | -2.5% | -7.4% | +4.9% | +11.3% |
| All | -2.5% | -6.9% | +4.4% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling