+656.0%
STLD vs FND
+76.3%
+579.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.0% |
| 7D | -9.7% | +8.5% | -18.2% | -11.9% |
| 30D | -4.5% | +17.2% | -21.7% | -9.2% |
| 3M | -13.1% | -14.9% | +1.8% | -9.9% |
| 6M | -2.8% | +3.1% | -5.8% | -5.8% |
| YTD | +35.3% | -12.4% | +47.8% | +36.2% |
| 1Y | +51.4% | -10.0% | +61.4% | +50.9% |
| 3Y | +117.9% | -31.3% | +149.3% | +124.5% |
| 5Y | +272.6% | -60.3% | +332.9% | +328.5% |
| All | +656.0% | +76.3% | +579.7% | +482.2% |
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