+8,125.9%
STLD vs FFIV
+5,965.2%
+2,160.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -11.1% | -8.1% | -3.0% | -9.7% |
| 30D | -4.8% | -33.4% | +28.6% | +2.1% |
| 3M | -14.6% | -24.7% | +10.2% | -10.5% |
| 6M | -7.4% | -8.8% | +1.4% | -6.8% |
| YTD | +32.6% | +21.8% | +10.8% | +25.7% |
| 1Y | +47.3% | +25.3% | +22.0% | +38.8% |
| 3Y | +107.5% | +101.2% | +6.4% | +78.3% |
| 5Y | +268.8% | +40.2% | +228.6% | +237.2% |
| 10Y | +883.3% | +129.0% | +754.3% | +723.0% |
| All | +8,125.9% | +5,965.2% | +2,160.7% | +4,386.8% |
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