+1,828.7%
FTNT vs STLD
+779.4%
+1,049.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.5% |
| 7D | -3.0% | -9.7% | +6.7% | -0.4% |
| 30D | -37.1% | -4.5% | -32.6% | -36.5% |
| 3M | -23.3% | -13.1% | -10.2% | -20.9% |
| 6M | +7.4% | -2.8% | +10.1% | +6.8% |
| YTD | +54.2% | +35.3% | +18.9% | +38.7% |
| 1Y | +49.7% | +51.4% | -1.6% | +30.1% |
| 3Y | +146.6% | +117.9% | +28.6% | +88.0% |
| 5Y | +75.4% | +272.6% | -197.2% | +11.5% |
| 10Y | +1,828.7% | +782.2% | +1,046.5% | +732.7% |
| All | +1,828.7% | +779.4% | +1,049.3% | +732.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling