+348.5%
STLD vs FRSH
-70.6%
+419.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.0% |
| 7D | +3.1% | -8.2% | +11.3% | +4.2% |
| 30D | -9.0% | +10.5% | -19.5% | -10.4% |
| 3M | -12.4% | +32.7% | -45.1% | -16.1% |
| 6M | +25.5% | +50.3% | -24.8% | +17.5% |
| YTD | +43.6% | +3.9% | +39.7% | +41.0% |
| 1Y | +87.2% | -2.2% | +89.3% | +85.2% |
| 3Y | +135.2% | -42.9% | +178.1% | +145.5% |
| All | +348.5% | -70.6% | +419.1% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling