+295.2%
FTI vs STLD
+144.6%
+150.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +5.3% | +3.1% | +2.1% | +4.1% |
| 30D | +15.3% | -9.0% | +24.3% | +19.0% |
| 3M | +15.8% | -12.4% | +28.1% | +20.8% |
| 6M | +22.6% | +25.5% | -2.9% | +10.5% |
| YTD | +79.5% | +43.6% | +35.9% | +52.7% |
| 1Y | +102.0% | +87.2% | +14.8% | +52.1% |
| All | +295.2% | +144.6% | +150.6% | +160.2% |
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