+7,268.8%
FTNT vs STLD
+1,909.3%
+5,359.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | -3.0% | -9.7% | +6.7% | 0.0% |
| 30D | -37.1% | -4.5% | -32.6% | -36.4% |
| 3M | -23.3% | -13.1% | -10.2% | -20.5% |
| 6M | +7.4% | -2.8% | +10.1% | +6.7% |
| YTD | +54.2% | +35.3% | +18.9% | +36.6% |
| 1Y | +49.7% | +51.4% | -1.6% | +27.7% |
| 3Y | +146.6% | +117.9% | +28.6% | +81.4% |
| 5Y | +75.4% | +272.6% | -197.2% | +4.4% |
| 10Y | +1,828.7% | +782.2% | +1,046.5% | +643.3% |
| All | +7,268.8% | +1,909.3% | +5,359.6% | +1,804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling