+740.9%
STLD vs FFIV
+118.6%
+622.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.6% | -2.0% |
| 7D | +2.9% | -0.5% | +3.5% | +3.2% |
| 30D | -5.6% | -32.4% | +26.8% | +11.3% |
| 3M | -11.7% | -25.7% | +14.0% | -1.2% |
| 6M | -2.8% | -13.5% | +10.7% | -0.3% |
| YTD | +36.4% | +21.1% | +15.3% | +15.2% |
| 1Y | +50.0% | +29.4% | +20.6% | +21.8% |
| 3Y | +122.3% | +94.9% | +27.4% | +38.9% |
| 5Y | +273.2% | +34.7% | +238.5% | +179.0% |
| All | +740.9% | +118.6% | +622.3% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling