+258.8%
STLD vs FND
-61.6%
+320.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -11.1% | +7.7% | -18.8% | -12.9% |
| 30D | -4.8% | +11.9% | -16.6% | -7.8% |
| 3M | -14.6% | -14.6% | 0.0% | -11.8% |
| 6M | -7.4% | +0.5% | -7.9% | -9.3% |
| YTD | +32.6% | -15.8% | +48.4% | +35.0% |
| 1Y | +47.3% | -12.9% | +60.3% | +48.4% |
| 3Y | +107.5% | -34.2% | +141.7% | +114.9% |
| All | +258.8% | -61.6% | +320.4% | +287.1% |
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