+8,811.6%
STLD vs FFIV
+7,518.9%
+1,292.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | -1.0% | +4.1% | +3.3% |
| 30D | -9.0% | -5.1% | -3.9% | -8.1% |
| 3M | -12.4% | -4.5% | -7.9% | -11.8% |
| 6M | +25.5% | +36.5% | -11.0% | +17.7% |
| YTD | +43.6% | +53.0% | -9.4% | +31.4% |
| 1Y | +87.2% | +24.2% | +63.0% | +77.6% |
| 3Y | +135.2% | +137.2% | -2.0% | +97.2% |
| 5Y | +290.9% | +91.8% | +199.1% | +239.2% |
| 10Y | +1,113.5% | +215.2% | +898.3% | +865.3% |
| All | +8,811.6% | +7,518.9% | +1,292.7% | +4,590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling