+58.5%
STLD vs FTV
+32.8%
+25.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | -0.1% | +18.3% | -18.4% | -6.8% |
| 3M | -9.2% | +10.2% | -19.4% | -12.8% |
| 6M | +1.8% | +12.8% | -11.1% | -3.4% |
| YTD | +42.1% | +23.4% | +18.8% | +27.9% |
| 1Y | +58.5% | +31.4% | +27.1% | +36.8% |
| All | +58.5% | +32.8% | +25.7% | +36.8% |
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