+7,518.6%
STLD vs FDS
+8,152.7%
-634.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +1.9% |
| 7D | -11.1% | -0.5% | -10.6% | -11.1% |
| 30D | -4.8% | +20.2% | -25.0% | -11.8% |
| 3M | -14.6% | +19.9% | -34.4% | -21.6% |
| 6M | -7.4% | +56.2% | -63.6% | -25.2% |
| YTD | +32.6% | +14.6% | +18.0% | +18.5% |
| 1Y | +47.3% | +31.6% | +15.7% | +23.7% |
| 3Y | +107.5% | -23.8% | +131.4% | +114.2% |
| 5Y | +268.8% | -22.6% | +291.4% | +274.9% |
| 10Y | +883.3% | +139.3% | +744.0% | +526.7% |
| All | +7,518.6% | +8,152.7% | -634.2% | +1,978.1% |
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