+1,019.1%
STLD vs FTV
+124.8%
+894.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.6% | +0.1% |
| 7D | -9.7% | +0.4% | -10.1% | -9.9% |
| 30D | -4.5% | +17.2% | -21.7% | -15.6% |
| 3M | -13.1% | +8.9% | -22.0% | -18.9% |
| 6M | -2.8% | +11.3% | -14.0% | -11.2% |
| YTD | +35.3% | +21.9% | +13.4% | +13.3% |
| 1Y | +51.4% | +31.6% | +19.8% | +19.2% |
| 3Y | +117.9% | +38.1% | +79.9% | +62.4% |
| 5Y | +272.6% | +15.7% | +256.9% | +214.3% |
| 10Y | +782.2% | +107.5% | +674.7% | +380.1% |
| All | +1,019.1% | +124.8% | +894.3% | +498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling