+297.5%
FTI vs STLD
+1,072.4%
-774.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -0.2% | +2.7% | -2.8% | -1.7% |
| 30D | +12.3% | -8.4% | +20.8% | +17.3% |
| 3M | +13.8% | -9.9% | +23.6% | +18.9% |
| 6M | +24.3% | +33.0% | -8.7% | +3.0% |
| YTD | +75.8% | +42.6% | +33.2% | +39.1% |
| 1Y | +99.6% | +80.8% | +18.9% | +36.2% |
| 3Y | +278.4% | +143.4% | +135.0% | +106.1% |
| 5Y | +1,168.7% | +293.4% | +875.3% | +363.5% |
| 10Y | +297.5% | +1,080.4% | -782.9% | -29.0% |
| All | +297.5% | +1,072.4% | -774.9% | -29.0% |
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