+369.0%
ALL vs STLD
+802.0%
-433.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +12.7% | -0.1% | +12.8% | +12.5% |
| 3M | +0.4% | -9.2% | +9.5% | +2.0% |
| 6M | +23.8% | +1.8% | +22.0% | +21.9% |
| YTD | +27.8% | +42.1% | -14.3% | +15.6% |
| 1Y | +28.9% | +58.5% | -29.6% | +13.5% |
| 3Y | +113.9% | +128.2% | -14.4% | +66.3% |
| 5Y | +157.4% | +288.2% | -130.9% | +65.0% |
| 10Y | +369.0% | +799.8% | -430.8% | +116.0% |
| All | +369.0% | +802.0% | -433.0% | +116.0% |
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