+2,518.4%
FTAI vs STLD
+1,273.9%
+1,244.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +6.7% | -0.5% | +7.1% | +7.0% |
| 30D | +15.7% | -0.1% | +15.8% | +16.1% |
| 3M | -14.9% | -9.2% | -5.7% | -11.5% |
| 6M | -31.4% | +1.8% | -33.2% | -32.4% |
| YTD | -2.1% | +42.1% | -44.3% | -16.4% |
| 1Y | +23.6% | +58.5% | -34.9% | +0.7% |
| 3Y | +383.8% | +128.2% | +255.5% | +237.1% |
| 5Y | +913.3% | +288.2% | +625.0% | +445.3% |
| 10Y | +2,831.2% | +799.8% | +2,031.4% | +842.4% |
| All | +2,518.4% | +1,273.9% | +1,244.4% | +629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling