+696.5%
STLD vs FND
+58.4%
+638.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.6% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -8.4% | -23.6% | +15.1% | -1.5% |
| 3M | -9.9% | +4.3% | -14.2% | -12.3% |
| 6M | +33.0% | -20.3% | +53.3% | +39.0% |
| YTD | +42.6% | -21.3% | +63.9% | +48.9% |
| 1Y | +80.8% | -45.4% | +126.1% | +109.0% |
| 3Y | +143.4% | -48.9% | +192.3% | +174.5% |
| 5Y | +293.4% | -61.0% | +354.4% | +354.5% |
| All | +696.5% | +58.4% | +638.1% | +536.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling