+2.3%
STLD vs FRSH
+45.0%
-42.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.4% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | -1.5% | -8.8% | +7.4% | -2.1% |
| 3M | -9.7% | +8.8% | -18.5% | -8.1% |
| 6M | +2.3% | +49.1% | -46.7% | +11.2% |
| All | +2.3% | +45.0% | -42.6% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling