+129.2%
ADBE vs STLD
+802.0%
-672.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | -0.2% | -0.1% | -0.2% | -0.5% |
| 3M | -9.9% | -9.2% | -0.8% | -8.6% |
| 6M | -3.5% | +1.8% | -5.2% | -5.2% |
| YTD | -32.1% | +42.1% | -74.2% | -38.9% |
| 1Y | -28.7% | +58.5% | -87.2% | -37.6% |
| 3Y | -60.2% | +128.2% | -188.4% | -68.9% |
| 5Y | -63.1% | +288.2% | -351.3% | -75.4% |
| 10Y | +129.2% | +799.8% | -670.6% | +13.8% |
| All | +129.2% | +802.0% | -672.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling