+107.5%
STLD vs FDS
-23.2%
+130.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +0.6% |
| 7D | -11.1% | -0.5% | -10.6% | -11.1% |
| 30D | -4.8% | +20.2% | -25.0% | -5.8% |
| 3M | -14.6% | +19.9% | -34.4% | -15.6% |
| 6M | -7.4% | +56.2% | -63.6% | -10.6% |
| YTD | +32.6% | +14.6% | +18.0% | +34.8% |
| 1Y | +47.3% | +31.6% | +15.7% | +43.8% |
| 3Y | +107.5% | -23.8% | +131.4% | +133.6% |
| All | +107.5% | -23.2% | +130.7% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling