+782.2%
STLD vs FFIV
+132.4%
+649.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.1% |
| 7D | -9.7% | -2.1% | -7.6% | -8.7% |
| 30D | -4.5% | -33.8% | +29.2% | +13.6% |
| 3M | -13.1% | -20.6% | +7.5% | -5.8% |
| 6M | -2.8% | -10.2% | +7.5% | -2.0% |
| YTD | +35.3% | +24.5% | +10.9% | +12.8% |
| 1Y | +51.4% | +29.3% | +22.1% | +23.2% |
| 3Y | +117.9% | +103.8% | +14.2% | +33.1% |
| 5Y | +272.6% | +40.9% | +231.7% | +172.1% |
| 10Y | +782.2% | +126.6% | +655.6% | +330.1% |
| All | +782.2% | +132.4% | +649.8% | +330.1% |
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