+12.5%
FN vs STLD
+89.3%
-76.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +4.0% |
| 7D | -1.7% | +3.1% | -4.8% | -3.6% |
| 30D | -22.0% | -9.0% | -13.0% | -17.8% |
| 3M | -43.0% | -12.4% | -30.6% | -38.5% |
| 6M | -27.7% | +25.5% | -53.3% | -37.2% |
| YTD | -10.5% | +43.6% | -54.1% | -27.7% |
| 1Y | +12.5% | +87.2% | -74.7% | -17.0% |
| All | +12.5% | +89.3% | -76.8% | -17.0% |
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