+50.9%
STLD vs FGI
+45.3%
+5.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.1% |
| 7D | -9.7% | -1.4% | -8.3% | -9.6% |
| 30D | -4.5% | -3.2% | -1.3% | -4.5% |
| 3M | -13.1% | +64.1% | -77.2% | -14.4% |
| 6M | -2.8% | +17.2% | -19.9% | -3.4% |
| YTD | +35.3% | +31.6% | +3.8% | +31.4% |
| All | +50.9% | +45.3% | +5.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling