+139.1%
STLD vs FFIV
+136.9%
+2.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | -1.0% | +4.1% | +3.4% |
| 30D | -9.0% | -5.1% | -3.9% | -7.6% |
| 3M | -12.4% | -4.5% | -7.9% | -11.6% |
| 6M | +25.5% | +36.5% | -11.0% | +11.0% |
| YTD | +43.6% | +53.0% | -9.4% | +20.3% |
| 1Y | +87.2% | +24.2% | +63.0% | +70.8% |
| All | +139.1% | +136.9% | +2.2% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling