+104.5%
FTNT vs STLD
+89.3%
+15.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -5.8% | +3.1% | -9.0% | -5.9% |
| 30D | -4.8% | -9.0% | +4.2% | -4.7% |
| 3M | +4.4% | -12.4% | +16.8% | +4.9% |
| 6M | +88.8% | +25.5% | +63.3% | +84.8% |
| YTD | +96.8% | +43.6% | +53.2% | +92.3% |
| 1Y | +104.5% | +87.2% | +17.3% | +92.1% |
| All | +104.5% | +89.3% | +15.2% | +92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling