+277.1%
STLD vs FND
-63.9%
+341.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.7% |
| 7D | +2.9% | -6.8% | +9.8% | +4.6% |
| 30D | -5.6% | +8.0% | -13.5% | -7.8% |
| 3M | -11.7% | -18.9% | +7.2% | -7.7% |
| 6M | -2.8% | +4.7% | -7.5% | -6.0% |
| YTD | +36.4% | -21.6% | +58.0% | +41.2% |
| 1Y | +50.0% | -22.0% | +72.0% | +55.2% |
| 3Y | +122.3% | -40.4% | +162.7% | +136.0% |
| All | +277.1% | -63.9% | +341.0% | +304.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling