+1,711.0%
FTI vs STLD
+10,497.1%
-8,786.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.2% |
| 7D | -4.3% | -9.7% | +5.3% | +0.2% |
| 30D | -8.0% | -4.5% | -3.5% | -6.2% |
| 3M | -8.0% | -13.1% | +5.0% | -2.5% |
| 6M | -8.7% | -2.8% | -5.9% | -9.0% |
| YTD | +43.9% | +35.3% | +8.5% | +21.7% |
| 1Y | +49.8% | +51.4% | -1.6% | +20.1% |
| 3Y | +211.7% | +117.9% | +93.8% | +103.8% |
| 5Y | +781.6% | +272.6% | +509.0% | +325.5% |
| 10Y | +180.2% | +782.2% | -602.0% | -10.8% |
| All | +1,711.0% | +10,497.1% | -8,786.1% | +112.6% |
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