+3,689.8%
FN vs STLD
+2,413.2%
+1,276.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.8% |
| 7D | -1.7% | +3.1% | -4.8% | -3.1% |
| 30D | -22.0% | -9.0% | -13.0% | -19.0% |
| 3M | -43.0% | -12.4% | -30.6% | -40.1% |
| 6M | -27.7% | +25.5% | -53.3% | -34.3% |
| YTD | -10.5% | +43.6% | -54.1% | -23.3% |
| 1Y | +12.5% | +87.2% | -74.7% | -13.4% |
| 3Y | +153.8% | +135.2% | +18.6% | +76.3% |
| 5Y | +288.0% | +290.9% | -2.9% | +110.7% |
| 10Y | +906.4% | +1,113.5% | -207.0% | +204.2% |
| All | +3,689.8% | +2,413.2% | +1,276.6% | +596.8% |
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