+54.6%
FTI vs STLD
+59.7%
-5.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.3% | -2.6% |
| 7D | -9.7% | -3.9% | -5.7% | -8.8% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -7.8% | -9.2% | +1.4% | -6.0% |
| 6M | -13.4% | +5.0% | -18.4% | -14.5% |
| YTD | +45.1% | +42.8% | +2.2% | +31.0% |
| 1Y | +54.6% | +60.1% | -5.5% | +37.0% |
| All | +54.6% | +59.7% | -5.1% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling