+211.6%
FTI vs STLD
+119.8%
+91.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.2% |
| 7D | +4.3% | +2.9% | +1.4% | +3.1% |
| 30D | -4.7% | -5.6% | +0.9% | -2.8% |
| 3M | -13.5% | -11.7% | -1.8% | -9.9% |
| 6M | -8.7% | -2.8% | -5.9% | -8.9% |
| YTD | +49.0% | +36.4% | +12.6% | +28.7% |
| 1Y | +54.0% | +50.0% | +4.0% | +27.8% |
| 3Y | +211.6% | +122.3% | +89.3% | +101.4% |
| All | +211.6% | +119.8% | +91.8% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling