+139.1%
STLD vs FGI
-4.4%
+143.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -1.8% |
| 7D | +3.1% | +0.5% | +2.6% | +3.1% |
| 30D | -9.0% | +65.4% | -74.4% | -11.1% |
| 3M | -12.4% | +23.5% | -35.9% | -13.9% |
| 6M | +25.5% | +60.5% | -35.0% | +20.7% |
| YTD | +43.6% | +30.0% | +13.6% | +38.8% |
| 1Y | +87.2% | +82.1% | +5.1% | +75.3% |
| All | +139.1% | -4.4% | +143.5% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling