+4,826.6%
ADBE vs STLD
+8,525.3%
-3,698.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.2% | +6.9% | -10.1% | -4.9% |
| 30D | +1.0% | -1.5% | +2.4% | +1.0% |
| 3M | -7.8% | -9.7% | +1.9% | -6.1% |
| 6M | -1.0% | +2.3% | -3.3% | -3.2% |
| YTD | -31.8% | +41.0% | -72.9% | -39.4% |
| 1Y | -29.2% | +51.8% | -81.1% | -38.4% |
| 3Y | -60.1% | +126.4% | -186.5% | -69.6% |
| 5Y | -63.7% | +285.7% | -349.4% | -77.0% |
| 10Y | +130.1% | +792.7% | -662.7% | +5.5% |
| All | +4,826.6% | +8,525.3% | -3,698.7% | +727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling