+44.5%
FSLY vs STLD
+45.5%
-1.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | -31.4% | -11.1% | -20.3% | -27.3% |
| 30D | -37.3% | -4.8% | -32.5% | -34.8% |
| 3M | -30.1% | -14.6% | -15.6% | -25.4% |
| 6M | -49.8% | -7.4% | -42.4% | -46.8% |
| YTD | +55.7% | +32.6% | +23.1% | +52.6% |
| 1Y | +44.5% | +47.3% | -2.8% | +25.0% |
| All | +44.5% | +45.5% | -1.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling