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  • STLD vs FDS✓SelectedUSD · FDSSTLD vs FDS performance historyLatest closeAs of-0.72%09/08
Stock and ETF performance explorer

STLD vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,080.4%
FDS return
+77.6%
Excess return
+1,002.8%
Maximum drawdown
-68.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
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