+2,582.9%
FTAI vs STLD
+1,288.3%
+1,294.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.9% |
| 7D | +0.7% | +3.1% | -2.5% | -0.8% |
| 30D | -12.1% | -9.0% | -3.1% | -8.8% |
| 3M | -21.3% | -12.4% | -9.0% | -17.6% |
| 6M | -30.2% | +25.5% | -55.7% | -36.9% |
| YTD | +0.3% | +43.6% | -43.3% | -14.8% |
| 1Y | +27.2% | +87.2% | -60.0% | -3.8% |
| 3Y | +443.9% | +135.2% | +308.6% | +274.1% |
| 5Y | +853.5% | +290.9% | +562.7% | +408.7% |
| 10Y | +3,169.1% | +1,113.5% | +2,055.6% | +862.5% |
| All | +2,582.9% | +1,288.3% | +1,294.6% | +643.3% |
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