+90.3%
FOXA vs STLD
+682.2%
-591.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | +2.3% | -8.4% | +10.8% | +4.5% |
| 3M | -2.8% | -9.9% | +7.0% | -0.6% |
| 6M | +9.6% | +33.0% | -23.4% | +0.2% |
| YTD | -9.9% | +42.6% | -52.5% | -19.6% |
| 1Y | +5.4% | +80.8% | -75.4% | -12.6% |
| 3Y | +115.3% | +143.4% | -28.2% | +58.6% |
| 5Y | +93.1% | +293.4% | -200.3% | +15.3% |
| All | +90.3% | +682.2% | -591.9% | -21.1% |
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