+47.3%
STLD vs FGI
+46.9%
+0.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | -11.1% | -7.0% | -4.2% | -11.0% |
| 30D | -4.8% | -4.2% | -0.6% | -4.8% |
| 3M | -14.6% | +55.6% | -70.2% | -15.7% |
| 6M | -7.4% | -3.2% | -4.2% | -7.5% |
| YTD | +32.6% | +29.1% | +3.4% | +28.7% |
| 1Y | +47.3% | +51.0% | -3.6% | +44.4% |
| All | +47.3% | +46.9% | +0.4% | +44.4% |
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