+25.6%
AR vs STLD
+104.7%
-79.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -1.0% |
| 7D | -11.7% | -12.5% | +0.8% | -9.0% |
| 30D | +1.8% | -6.8% | +8.7% | +3.4% |
| 3M | +6.0% | -16.4% | +22.3% | +10.1% |
| 6M | -7.0% | -6.1% | -0.9% | -6.7% |
| YTD | +5.6% | +32.0% | -26.4% | -5.4% |
| 1Y | +10.8% | +45.5% | -34.7% | -4.2% |
| All | +25.6% | +104.7% | -79.1% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling