+9,303.7%
FTNT vs STLD
+2,032.2%
+7,271.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -5.8% | +3.1% | -9.0% | -6.9% |
| 30D | -4.8% | -9.0% | +4.2% | -2.3% |
| 3M | +4.4% | -12.4% | +16.8% | +7.9% |
| 6M | +88.8% | +25.5% | +63.3% | +73.1% |
| YTD | +96.8% | +43.6% | +53.2% | +72.0% |
| 1Y | +104.5% | +87.2% | +17.3% | +63.3% |
| 3Y | +156.8% | +135.2% | +21.5% | +84.9% |
| 5Y | +144.1% | +290.9% | -146.8% | +43.3% |
| 10Y | +2,021.8% | +1,113.5% | +908.3% | +627.5% |
| All | +9,303.7% | +2,032.2% | +7,271.6% | +2,298.0% |
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