+143.3%
FN vs STLD
+268.5%
-125.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.6% | -6.7% | -10.9% |
| 7D | -16.0% | -12.5% | -3.5% | -10.6% |
| 30D | -40.1% | -6.8% | -33.3% | -38.0% |
| 3M | -43.9% | -16.4% | -27.5% | -39.3% |
| 6M | -55.6% | -6.1% | -49.5% | -54.5% |
| YTD | -35.7% | +32.0% | -67.6% | -43.3% |
| 1Y | -39.8% | +45.5% | -85.3% | -49.1% |
| 3Y | +80.3% | +106.5% | -26.2% | +30.9% |
| 5Y | +143.3% | +267.2% | -123.9% | +51.3% |
| All | +143.3% | +268.5% | -125.2% | +51.3% |
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 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