+1,080.4%
STLD vs FDS
+77.6%
+1,002.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +1.0% |
| 7D | +2.7% | -5.4% | +8.0% | +4.8% |
| 30D | -8.4% | +1.6% | -10.0% | -9.5% |
| 3M | -9.9% | +17.7% | -27.6% | -17.0% |
| 6M | +33.0% | +29.1% | +4.0% | +15.4% |
| YTD | +42.6% | +1.0% | +41.6% | +37.0% |
| 1Y | +80.8% | -21.6% | +102.4% | +95.9% |
| 3Y | +143.4% | -30.1% | +173.5% | +174.9% |
| 5Y | +293.4% | -20.7% | +314.2% | +303.6% |
| 10Y | +1,080.4% | +78.3% | +1,002.1% | +656.4% |
| All | +1,080.4% | +77.6% | +1,002.8% | +656.4% |
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