+47.3%
STLD vs FFIV
+26.7%
+20.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -11.1% | -8.1% | -3.0% | -10.4% |
| 30D | -4.8% | -33.4% | +28.6% | -2.1% |
| 3M | -14.6% | -24.7% | +10.2% | -13.6% |
| 6M | -7.4% | -8.8% | +1.4% | -7.6% |
| YTD | +32.6% | +21.8% | +10.8% | +30.4% |
| 1Y | +47.3% | +25.3% | +22.0% | +44.3% |
| All | +47.3% | +26.7% | +20.6% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling