+8,153.7%
STLD vs FDS
+7,500.1%
+653.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.2% |
| 7D | +3.1% | -1.9% | +5.1% | +3.9% |
| 30D | -9.0% | +9.0% | -18.0% | -12.5% |
| 3M | -12.4% | +18.9% | -31.2% | -19.5% |
| 6M | +25.5% | +35.1% | -9.6% | +7.7% |
| YTD | +43.6% | +5.5% | +38.1% | +33.9% |
| 1Y | +87.2% | -16.8% | +104.0% | +90.1% |
| 3Y | +135.2% | -28.1% | +163.3% | +150.7% |
| 5Y | +290.9% | -17.4% | +308.3% | +289.8% |
| 10Y | +1,113.5% | +85.4% | +1,028.0% | +760.9% |
| All | +8,153.7% | +7,500.1% | +653.6% | +2,248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling