+702.3%
STLD vs FND
+66.0%
+636.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | +3.1% | -5.2% | +8.4% | +4.6% |
| 30D | -9.0% | -19.9% | +10.9% | -3.4% |
| 3M | -12.4% | +2.7% | -15.1% | -14.3% |
| 6M | +25.5% | -21.7% | +47.2% | +32.0% |
| YTD | +43.6% | -17.5% | +61.1% | +48.0% |
| 1Y | +87.2% | -39.3% | +126.5% | +110.0% |
| 3Y | +135.2% | -49.8% | +185.0% | +167.0% |
| 5Y | +290.9% | -60.1% | +351.0% | +349.0% |
| All | +702.3% | +66.0% | +636.2% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling