+0.3%
APA vs STLD
+868.9%
-868.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.4% |
| 7D | -15.5% | -11.1% | -4.4% | -9.0% |
| 30D | +2.4% | -4.8% | +7.2% | +5.3% |
| 3M | +22.8% | -14.6% | +37.3% | +33.7% |
| 6M | +17.9% | -7.4% | +25.3% | +19.7% |
| YTD | +87.7% | +32.6% | +55.1% | +46.0% |
| 1Y | +94.2% | +47.3% | +46.9% | +40.0% |
| 3Y | +27.2% | +107.5% | -80.3% | -30.7% |
| 5Y | +74.1% | +268.8% | -194.7% | -44.4% |
| All | +0.3% | +868.9% | -868.6% | -83.0% |
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