+56.6%
STLD vs FDS
+26.7%
+29.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.7% |
| 7D | -4.7% | -2.0% | -2.7% | -4.8% |
| 30D | -0.9% | +13.5% | -14.5% | 0.0% |
| 3M | -11.9% | +15.2% | -27.0% | -10.8% |
| 6M | +0.9% | +47.0% | -46.1% | +5.0% |
| YTD | +40.4% | +13.9% | +26.5% | +41.4% |
| 1Y | +56.6% | +25.2% | +31.4% | +62.6% |
| All | +56.6% | +26.7% | +29.9% | +62.6% |
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