+2,159.9%
FTI vs STLD
+11,145.4%
-8,985.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +5.3% | +3.1% | +2.1% | +3.7% |
| 30D | +15.3% | -9.0% | +24.3% | +19.9% |
| 3M | +15.8% | -12.4% | +28.1% | +21.8% |
| 6M | +22.6% | +25.5% | -2.9% | +8.1% |
| YTD | +79.5% | +43.6% | +35.9% | +48.1% |
| 1Y | +102.0% | +87.2% | +14.8% | +45.9% |
| 3Y | +315.8% | +135.2% | +180.6% | +162.1% |
| 5Y | +1,129.5% | +290.9% | +838.6% | +480.3% |
| 10Y | +320.9% | +1,113.5% | -792.5% | +16.7% |
| All | +2,159.9% | +11,145.4% | -8,985.5% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling