+339.4%
STLD vs FGI
-70.3%
+409.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -12.5% | -11.6% | -0.9% | -12.2% |
| 30D | -6.8% | -3.3% | -3.5% | -6.8% |
| 3M | -16.4% | +65.6% | -81.9% | -19.2% |
| 6M | -6.1% | -2.8% | -3.3% | -7.8% |
| YTD | +32.0% | +30.1% | +1.8% | +25.8% |
| 1Y | +45.5% | +50.2% | -4.6% | +36.8% |
| 3Y | +106.5% | -0.4% | +106.9% | +88.4% |
| All | +339.4% | -70.3% | +409.7% | +320.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling