+378.2%
STLD vs FGI
-70.4%
+448.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | -12.4% | +23.5% | -35.9% | -14.4% |
| 6M | +25.5% | +60.5% | -35.0% | +18.9% |
| YTD | +43.6% | +30.0% | +13.6% | +37.0% |
| 1Y | +87.2% | +82.1% | +5.1% | +70.5% |
| 3Y | +135.2% | -4.4% | +139.6% | +115.3% |
| All | +378.2% | -70.4% | +448.6% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling