+69.2%
FTNT vs STLD
+255.4%
-186.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.1% |
| 7D | -12.7% | -11.1% | -1.5% | -10.1% |
| 30D | -37.2% | -4.8% | -32.4% | -36.6% |
| 3M | -25.8% | -14.6% | -11.2% | -23.2% |
| 6M | +32.1% | -7.4% | +39.5% | +32.8% |
| YTD | +49.7% | +32.6% | +17.1% | +34.6% |
| 1Y | +47.6% | +47.3% | +0.2% | +28.2% |
| 3Y | +137.2% | +107.5% | +29.7% | +78.8% |
| All | +69.2% | +255.4% | -186.2% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling