+3,092.6%
FTAI vs STLD
+1,092.9%
+1,999.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | -0.2% | -2.8% | +2.6% | +1.0% |
| 30D | -13.6% | -10.4% | -3.3% | -9.7% |
| 3M | -20.6% | -10.6% | -10.0% | -17.4% |
| 6M | -32.6% | +32.7% | -65.3% | -40.7% |
| YTD | -5.4% | +42.8% | -48.2% | -19.8% |
| 1Y | +12.9% | +86.9% | -74.1% | -15.3% |
| 3Y | +428.1% | +143.8% | +284.3% | +253.8% |
| 5Y | +863.0% | +293.5% | +569.5% | +400.3% |
| 10Y | +3,092.6% | +1,122.7% | +1,969.9% | +851.7% |
| All | +3,092.6% | +1,092.9% | +1,999.7% | +851.7% |
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 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