+147.2%
AR vs STLD
+292.4%
-145.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +2.5% | +3.1% | -0.7% | +1.3% |
| 30D | +14.8% | -9.0% | +23.8% | +18.2% |
| 3M | +6.2% | -12.4% | +18.6% | +10.3% |
| 6M | +4.3% | +25.5% | -21.2% | -6.5% |
| YTD | +14.4% | +43.6% | -29.3% | -3.7% |
| 1Y | +21.3% | +87.2% | -65.9% | -9.2% |
| 3Y | +39.8% | +135.2% | -95.4% | -9.0% |
| All | +147.2% | +292.4% | -145.2% | +21.4% |
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