+120.2%
ADBE vs STLD
+868.9%
-748.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -4.4% | -11.1% | +6.8% | -2.0% |
| 30D | +2.8% | -4.8% | +7.6% | +3.6% |
| 3M | -8.0% | -14.6% | +6.5% | -5.5% |
| 6M | -4.3% | -7.4% | +3.1% | -4.1% |
| YTD | -31.6% | +32.6% | -64.2% | -37.5% |
| 1Y | -26.9% | +47.3% | -74.2% | -34.9% |
| 3Y | -57.7% | +107.5% | -165.2% | -66.1% |
| 5Y | -63.9% | +268.8% | -332.7% | -75.6% |
| All | +120.2% | +868.9% | -748.7% | +12.8% |
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