+374.8%
ALL vs STLD
+868.9%
-494.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.6% |
| 7D | -1.9% | -11.1% | +9.2% | +0.5% |
| 30D | +13.8% | -4.8% | +18.6% | +14.7% |
| 3M | -7.0% | -14.6% | +7.6% | -4.3% |
| 6M | +18.0% | -7.4% | +25.4% | +18.6% |
| YTD | +24.2% | +32.6% | -8.4% | +14.1% |
| 1Y | +31.2% | +47.3% | -16.2% | +17.4% |
| 3Y | +107.5% | +107.5% | 0.0% | +65.1% |
| 5Y | +144.8% | +268.8% | -124.0% | +58.8% |
| All | +374.8% | +868.9% | -494.1% | +115.8% |
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