-79.1%
FIG vs STLD
+93.4%
-172.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.5% |
| 7D | -16.3% | +3.1% | -19.5% | -16.1% |
| 30D | -14.3% | -9.0% | -5.3% | -14.4% |
| 3M | +7.2% | -12.4% | +19.5% | +7.7% |
| 6M | -18.6% | +25.5% | -44.1% | -21.0% |
| YTD | -35.5% | +43.6% | -79.1% | -40.5% |
| 1Y | -55.8% | +87.2% | -143.0% | -61.8% |
| All | -79.1% | +93.4% | -172.5% | -81.7% |
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