+89.5%
FOXA vs STLD
+292.4%
-202.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -4.0% | +3.1% | -7.1% | -4.5% |
| 30D | +12.0% | -9.0% | +21.0% | +13.8% |
| 3M | +0.3% | -12.4% | +12.6% | +2.6% |
| 6M | +12.5% | +25.5% | -13.0% | +6.6% |
| YTD | -9.6% | +43.6% | -53.3% | -17.1% |
| 1Y | +8.6% | +87.2% | -78.6% | -6.4% |
| 3Y | +118.5% | +135.2% | -16.7% | +75.2% |
| All | +89.5% | +292.4% | -202.9% | +31.1% |
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 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