+339.3%
STLD vs FRSH
-72.6%
+411.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -3.6% | -11.2% | +7.5% | -2.2% |
| 30D | -10.1% | -0.8% | -9.3% | -10.2% |
| 3M | -11.4% | +26.4% | -37.9% | -14.7% |
| 6M | +30.8% | +48.4% | -17.5% | +22.6% |
| YTD | +40.7% | -3.1% | +43.8% | +39.3% |
| 1Y | +80.8% | -8.7% | +89.5% | +80.5% |
| 3Y | +140.2% | -45.8% | +186.0% | +152.3% |
| All | +339.3% | -72.6% | +411.8% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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