+156.2%
ALL vs STLD
+268.5%
-112.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.6% | +6.7% | 0.0% |
| 7D | +4.2% | -12.5% | +16.7% | +5.8% |
| 30D | +18.9% | -6.8% | +25.8% | +19.8% |
| 3M | +1.2% | -16.4% | +17.6% | +3.2% |
| 6M | +23.2% | -6.1% | +29.3% | +23.3% |
| YTD | +30.0% | +32.0% | -2.0% | +23.2% |
| 1Y | +39.6% | +45.5% | -5.9% | +30.2% |
| 3Y | +115.2% | +106.5% | +8.7% | +84.6% |
| 5Y | +156.2% | +267.2% | -110.9% | +90.6% |
| All | +156.2% | +268.5% | -112.2% | +90.6% |
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