+258.8%
STLD vs FFIV
+39.5%
+219.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -11.1% | -8.1% | -3.0% | -8.3% |
| 30D | -4.8% | -33.4% | +28.6% | +8.8% |
| 3M | -14.6% | -24.7% | +10.2% | -7.3% |
| 6M | -7.4% | -8.8% | +1.4% | -8.2% |
| YTD | +32.6% | +21.8% | +10.8% | +13.7% |
| 1Y | +47.3% | +25.3% | +22.0% | +24.3% |
| 3Y | +107.5% | +101.2% | +6.4% | +34.7% |
| All | +258.8% | +39.5% | +219.3% | +152.7% |
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