+292.6%
STLD vs FTV
+2.3%
+290.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +3.1% | -4.5% | +7.6% | +6.3% |
| 30D | -9.0% | -7.1% | -1.9% | -4.4% |
| 3M | -12.4% | -7.2% | -5.2% | -8.3% |
| 6M | +25.5% | -1.5% | +27.0% | +25.8% |
| YTD | +43.6% | +3.5% | +40.1% | +37.3% |
| 1Y | +87.2% | +20.3% | +66.8% | +59.7% |
| 3Y | +135.2% | -3.1% | +138.4% | +131.9% |
| All | +292.6% | +2.3% | +290.3% | +228.7% |
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