-7.4%
STLD vs FDS
+53.0%
-60.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +0.3% |
| 7D | -11.1% | -0.5% | -10.6% | -11.1% |
| 30D | -4.8% | +20.2% | -25.0% | -4.1% |
| 3M | -14.6% | +19.9% | -34.4% | -14.0% |
| 6M | -7.4% | +56.2% | -63.6% | -2.6% |
| All | -7.4% | +53.0% | -60.4% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling