+145.0%
ALL vs STLD
+255.4%
-110.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -4.9% | -4.5% |
| 7D | -1.9% | -11.1% | +9.2% | -0.6% |
| 30D | +13.8% | -4.8% | +18.6% | +14.3% |
| 3M | -7.0% | -14.6% | +7.6% | -5.4% |
| 6M | +18.0% | -7.4% | +25.4% | +18.3% |
| YTD | +24.2% | +32.6% | -8.4% | +17.7% |
| 1Y | +31.2% | +47.3% | -16.2% | +22.2% |
| 3Y | +107.5% | +107.5% | 0.0% | +77.8% |
| All | +145.0% | +255.4% | -110.4% | +83.6% |
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