+87.2%
STLD vs FDS
-17.4%
+104.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.8% |
| 7D | +3.1% | -1.9% | +5.1% | +3.0% |
| 30D | -9.0% | +9.0% | -18.0% | -8.5% |
| 3M | -12.4% | +18.9% | -31.2% | -11.2% |
| 6M | +25.5% | +35.1% | -9.6% | +28.5% |
| YTD | +43.6% | +5.5% | +38.1% | +46.8% |
| 1Y | +87.2% | -16.8% | +104.0% | +94.0% |
| All | +87.2% | -17.4% | +104.6% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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