+50.9%
STLD vs FTV
+31.3%
+19.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.6% | +0.9% |
| 7D | -9.7% | +0.4% | -10.1% | -9.7% |
| 30D | -4.5% | +17.2% | -21.7% | -10.6% |
| 3M | -13.1% | +8.9% | -22.0% | -16.1% |
| 6M | -2.8% | +11.3% | -14.0% | -7.1% |
| YTD | +35.3% | +21.9% | +13.4% | +22.4% |
| All | +50.9% | +31.3% | +19.6% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling