+285.7%
STLD vs FDS
-23.2%
+308.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +6.9% | -2.6% | +9.4% | +7.3% |
| 30D | -1.5% | +14.1% | -15.5% | -4.1% |
| 3M | -9.7% | +19.8% | -29.5% | -13.5% |
| 6M | +2.3% | +55.0% | -52.6% | -8.6% |
| YTD | +41.0% | +15.9% | +25.1% | +37.3% |
| 1Y | +51.8% | +24.2% | +27.6% | +42.9% |
| 3Y | +126.4% | -24.0% | +150.5% | +159.5% |
| 5Y | +285.7% | -23.3% | +309.0% | +301.4% |
| All | +285.7% | -23.2% | +308.9% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling