+799.8%
STLD vs FDS
+132.8%
+667.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.2% |
| 7D | -0.5% | -2.1% | +1.7% | +0.3% |
| 30D | -0.1% | +16.0% | -16.1% | -6.0% |
| 3M | -9.2% | +18.8% | -27.9% | -16.2% |
| 6M | +1.8% | +54.1% | -52.4% | -17.6% |
| YTD | +42.1% | +17.0% | +25.1% | +28.0% |
| 1Y | +58.5% | +25.5% | +33.0% | +36.6% |
| 3Y | +128.2% | -23.3% | +151.5% | +149.5% |
| 5Y | +288.2% | -22.6% | +310.9% | +314.0% |
| 10Y | +799.8% | +130.2% | +669.6% | +463.4% |
| All | +799.8% | +132.8% | +667.0% | +463.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling