+277.1%
STLD vs FTV
+17.3%
+259.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +2.9% | +3.9% | -1.0% | +0.3% |
| 30D | -5.6% | +18.7% | -24.2% | -15.9% |
| 3M | -11.7% | +10.0% | -21.7% | -17.4% |
| 6M | -2.8% | +14.6% | -17.3% | -11.9% |
| YTD | +36.4% | +23.4% | +13.0% | +15.5% |
| 1Y | +50.0% | +31.3% | +18.7% | +21.2% |
| 3Y | +122.3% | +39.8% | +82.5% | +68.9% |
| All | +277.1% | +17.3% | +259.8% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling