+180.2%
FTI vs STLD
+779.4%
-599.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.4% |
| 7D | -4.3% | -9.7% | +5.3% | +1.1% |
| 30D | -8.0% | -4.5% | -3.5% | -5.8% |
| 3M | -8.0% | -13.1% | +5.0% | -1.4% |
| 6M | -8.7% | -2.8% | -5.9% | -9.3% |
| YTD | +43.9% | +35.3% | +8.5% | +16.7% |
| 1Y | +49.8% | +51.4% | -1.6% | +13.5% |
| 3Y | +211.7% | +117.9% | +93.8% | +80.3% |
| 5Y | +781.6% | +272.6% | +509.0% | +229.0% |
| 10Y | +180.2% | +782.2% | -602.0% | -48.0% |
| All | +180.2% | +779.4% | -599.2% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling