+947.3%
FTAI vs STLD
+291.8%
+655.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +3.9% | +2.7% | +1.3% | +2.6% |
| 30D | -8.8% | -8.4% | -0.4% | -5.7% |
| 3M | -14.5% | -9.9% | -4.6% | -11.4% |
| 6M | -24.0% | +33.0% | -57.1% | -33.1% |
| YTD | +0.5% | +42.6% | -42.1% | -14.6% |
| 1Y | +19.1% | +80.8% | -61.6% | -8.9% |
| 3Y | +460.7% | +143.4% | +317.3% | +285.5% |
| 5Y | +947.3% | +293.4% | +653.9% | +516.6% |
| All | +947.3% | +291.8% | +655.5% | +516.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling