+2,476.2%
FTAI vs STLD
+1,257.4%
+1,218.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -6.8% |
| 7D | -6.1% | -4.7% | -1.5% | -4.0% |
| 30D | +10.9% | -0.9% | +11.8% | +11.7% |
| 3M | -12.1% | -11.9% | -0.3% | -7.5% |
| 6M | -30.0% | +0.9% | -30.9% | -30.7% |
| YTD | -3.7% | +40.4% | -44.1% | -17.4% |
| 1Y | +14.8% | +56.6% | -41.8% | -6.0% |
| 3Y | +376.0% | +125.5% | +250.5% | +233.3% |
| 5Y | +886.6% | +292.8% | +593.7% | +428.3% |
| 10Y | +2,741.2% | +787.1% | +1,954.1% | +818.5% |
| All | +2,476.2% | +1,257.4% | +1,218.7% | +621.0% |
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 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