-33.9%
FSLY vs STLD
+743.6%
-777.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | -31.4% | -11.1% | -20.3% | -27.6% |
| 30D | -37.3% | -4.8% | -32.5% | -35.4% |
| 3M | -30.1% | -14.6% | -15.6% | -25.0% |
| 6M | -49.8% | -7.4% | -42.4% | -47.6% |
| YTD | +55.7% | +32.6% | +23.1% | +40.0% |
| 1Y | +44.5% | +47.3% | -2.8% | +24.6% |
| 3Y | -4.3% | +107.5% | -111.9% | -29.6% |
| 5Y | -68.2% | +268.8% | -337.0% | -80.7% |
| All | -33.9% | +743.6% | -777.5% | -71.4% |
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