+96.0%
FTNT vs STLD
+80.8%
+15.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -2.7% | +2.7% | -5.4% | -2.7% |
| 30D | -1.4% | -8.4% | +7.1% | -1.3% |
| 3M | +10.1% | -9.9% | +19.9% | +10.5% |
| 6M | +88.2% | +33.0% | +55.2% | +84.2% |
| YTD | +98.3% | +42.6% | +55.7% | +94.7% |
| 1Y | +96.0% | +80.8% | +15.2% | +87.2% |
| All | +96.0% | +80.8% | +15.1% | +87.2% |
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 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