+192.3%
FN vs STLD
+303.7%
-111.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -2.9% | -4.7% |
| 7D | -7.0% | -3.9% | -3.0% | -5.4% |
| 30D | -24.7% | -0.4% | -24.3% | -24.6% |
| 3M | -35.7% | -9.2% | -26.5% | -33.2% |
| 6M | -52.4% | +5.0% | -57.4% | -53.7% |
| YTD | -25.0% | +42.8% | -67.8% | -36.4% |
| 1Y | -25.7% | +60.1% | -85.7% | -39.9% |
| 3Y | +110.2% | +123.5% | -13.2% | +46.8% |
| 5Y | +192.3% | +302.0% | -109.7% | +74.3% |
| All | +192.3% | +303.7% | -111.4% | +74.3% |
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