+80.8%
STLD vs FND
-44.9%
+125.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -8.4% | -23.6% | +15.1% | -3.7% |
| 3M | -9.9% | +4.3% | -14.2% | -12.4% |
| 6M | +33.0% | -20.3% | +53.3% | +38.7% |
| YTD | +42.6% | -21.3% | +63.9% | +48.1% |
| 1Y | +80.8% | -45.4% | +126.1% | +110.2% |
| All | +80.8% | -44.9% | +125.6% | +110.2% |
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 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