+743.6%
FN vs STLD
+868.9%
-125.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.5% | +11.2% | +11.5% |
| 7D | 0.0% | -11.1% | +11.1% | +5.1% |
| 30D | -34.3% | -4.8% | -29.5% | -32.7% |
| 3M | -39.9% | -14.6% | -25.3% | -36.0% |
| 6M | -51.8% | -7.4% | -44.4% | -50.4% |
| YTD | -28.1% | +32.6% | -60.7% | -36.1% |
| 1Y | -29.1% | +47.3% | -76.4% | -39.4% |
| 3Y | +102.4% | +107.5% | -5.1% | +49.9% |
| 5Y | +171.7% | +268.8% | -97.2% | +57.2% |
| All | +743.6% | +868.9% | -125.3% | +259.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling