+161.6%
ADBE vs STLD
+1,080.9%
-919.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.4% |
| 7D | -8.6% | +3.1% | -11.7% | -9.2% |
| 30D | +2.8% | -9.0% | +11.8% | +4.6% |
| 3M | +3.1% | -12.4% | +15.5% | +5.5% |
| 6M | -2.4% | +25.5% | -27.9% | -8.6% |
| YTD | -23.9% | +43.6% | -67.5% | -31.3% |
| 1Y | -22.6% | +87.2% | -109.8% | -34.8% |
| 3Y | -52.7% | +135.2% | -187.9% | -63.1% |
| 5Y | -60.0% | +290.9% | -350.9% | -73.3% |
| All | +161.6% | +1,080.9% | -919.3% | +16.6% |
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