+1,080.4%
STLD vs FTV
+77.3%
+1,003.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.1% |
| 7D | +2.7% | -0.4% | +3.0% | +2.9% |
| 30D | -8.4% | -8.3% | -0.1% | -2.2% |
| 3M | -9.9% | -7.4% | -2.5% | -5.0% |
| 6M | +33.0% | -1.2% | +34.2% | +32.9% |
| YTD | +42.6% | +2.7% | +39.9% | +36.3% |
| 1Y | +80.8% | +18.4% | +62.3% | +53.7% |
| 3Y | +143.4% | -2.0% | +145.5% | +136.9% |
| 5Y | +293.4% | +3.4% | +290.0% | +259.8% |
| 10Y | +1,080.4% | +78.5% | +1,001.9% | +607.1% |
| All | +1,080.4% | +77.3% | +1,003.1% | +607.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling