+27.5%
AGNC vs STLD
+284.4%
-257.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -4.4% | -3.6% | -0.8% | -3.8% |
| 30D | -5.4% | -10.1% | +4.7% | -3.7% |
| 3M | +3.5% | -11.4% | +14.9% | +5.3% |
| 6M | +1.7% | +30.8% | -29.1% | -3.9% |
| YTD | +3.9% | +40.7% | -36.8% | -3.3% |
| 1Y | +13.8% | +80.8% | -66.9% | +1.0% |
| 3Y | +63.3% | +140.2% | -76.8% | +34.5% |
| 5Y | +27.5% | +288.5% | -261.0% | -5.1% |
| All | +27.5% | +284.4% | -257.0% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling