+90.8%
FOXA vs STLD
+687.9%
-597.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -4.0% | +3.1% | -7.1% | -4.8% |
| 30D | +12.0% | -9.0% | +21.0% | +14.5% |
| 3M | +0.3% | -12.4% | +12.6% | +3.3% |
| 6M | +12.5% | +25.5% | -13.0% | +4.5% |
| YTD | -9.6% | +43.6% | -53.3% | -19.5% |
| 1Y | +8.6% | +87.2% | -78.6% | -10.8% |
| 3Y | +118.5% | +135.2% | -16.7% | +62.7% |
| 5Y | +88.8% | +290.9% | -202.1% | +13.0% |
| All | +90.8% | +687.9% | -597.0% | -21.0% |
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