+122.2%
ALL vs STLD
+292.4%
-170.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | 0.0% | +3.1% | -3.1% | -0.4% |
| 30D | -1.5% | -9.0% | +7.5% | -0.4% |
| 3M | +23.6% | -12.4% | +36.0% | +25.4% |
| 6M | +22.3% | +25.5% | -3.2% | +17.8% |
| YTD | +26.5% | +43.6% | -17.1% | +19.0% |
| 1Y | +27.0% | +87.2% | -60.2% | +14.3% |
| 3Y | +149.6% | +135.2% | +14.3% | +110.6% |
| All | +122.2% | +292.4% | -170.2% | +64.4% |
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