+50.0%
STLD vs FGI
+17.8%
+32.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -25.2% | +21.9% | -2.9% |
| 7D | +2.9% | -14.4% | +17.3% | +3.1% |
| 30D | -5.6% | -11.8% | +6.2% | -5.4% |
| 3M | -11.7% | -46.2% | +34.5% | -11.1% |
| 6M | -2.8% | +5.2% | -8.0% | -3.4% |
| YTD | +36.4% | +10.5% | +25.9% | +32.9% |
| 1Y | +50.0% | +25.5% | +24.5% | +45.5% |
| All | +50.0% | +17.8% | +32.2% | +45.5% |
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