+996.2%
STLD vs FTV
+119.0%
+877.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -11.1% | +0.2% | -11.3% | -11.2% |
| 30D | -4.8% | +15.7% | -20.4% | -14.9% |
| 3M | -14.6% | +7.5% | -22.1% | -19.5% |
| 6M | -7.4% | +8.5% | -15.9% | -13.8% |
| YTD | +32.6% | +18.8% | +13.8% | +13.2% |
| 1Y | +47.3% | +28.5% | +18.8% | +18.0% |
| 3Y | +107.5% | +34.0% | +73.5% | +58.2% |
| 5Y | +268.8% | +12.6% | +256.2% | +217.5% |
| 10Y | +883.3% | +111.4% | +771.9% | +437.2% |
| All | +996.2% | +119.0% | +877.2% | +497.5% |
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 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