+7.7%
FSLY vs STLD
+129.0%
-121.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +5.7% |
| 7D | -17.9% | -0.5% | -17.5% | -16.9% |
| 30D | -34.7% | -0.1% | -34.6% | -34.0% |
| 3M | -40.0% | -9.2% | -30.9% | -37.1% |
| 6M | -11.8% | +1.8% | -13.6% | -11.9% |
| YTD | +69.5% | +42.1% | +27.4% | +47.8% |
| 1Y | +44.0% | +58.5% | -14.6% | +19.4% |
| All | +7.7% | +129.0% | -121.2% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling