+292.8%
STLD vs FFIV
+41.1%
+251.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | -4.7% | -4.2% | -0.5% | -3.1% |
| 30D | -0.9% | -33.9% | +32.9% | +13.7% |
| 3M | -11.9% | -22.6% | +10.7% | -5.4% |
| 6M | +0.9% | -10.4% | +11.3% | +0.9% |
| YTD | +40.4% | +24.3% | +16.1% | +19.5% |
| 1Y | +56.6% | +31.8% | +24.8% | +29.2% |
| 3Y | +125.5% | +99.5% | +26.0% | +47.4% |
| 5Y | +292.8% | +40.7% | +252.1% | +175.4% |
| All | +292.8% | +41.1% | +251.7% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling