+94.4%
FOXA vs STLD
+627.2%
-532.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +5.4% | -11.1% | +16.5% | +8.5% |
| 30D | +6.3% | -4.8% | +11.1% | +7.4% |
| 3M | +8.3% | -14.6% | +22.9% | +12.2% |
| 6M | +7.6% | -7.4% | +15.0% | +8.5% |
| YTD | -7.9% | +32.6% | -40.5% | -16.7% |
| 1Y | +2.4% | +47.3% | -45.0% | -10.2% |
| 3Y | +120.3% | +107.5% | +12.8% | +69.5% |
| 5Y | +71.0% | +268.8% | -197.8% | +3.7% |
| All | +94.4% | +627.2% | -532.8% | -18.2% |
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