+152.4%
FTNT vs STLD
+135.5%
+16.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.8% | +3.1% | -9.0% | -6.5% |
| 30D | -4.8% | -9.0% | +4.2% | -3.3% |
| 3M | +4.4% | -12.4% | +16.8% | +6.8% |
| 6M | +88.8% | +25.5% | +63.3% | +77.8% |
| YTD | +96.8% | +43.6% | +53.2% | +79.0% |
| 1Y | +104.5% | +87.2% | +17.3% | +72.5% |
| All | +152.4% | +135.5% | +16.9% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling