+87.2%
STLD vs FND
-36.4%
+123.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +3.1% | -5.2% | +8.4% | +4.2% |
| 30D | -9.0% | -19.9% | +10.9% | -5.0% |
| 3M | -12.4% | +2.7% | -15.1% | -14.1% |
| 6M | +25.5% | -21.7% | +47.2% | +32.3% |
| YTD | +43.6% | -17.5% | +61.1% | +47.9% |
| 1Y | +87.2% | -39.3% | +126.5% | +112.6% |
| All | +87.2% | -36.4% | +123.5% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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