+73.3%
AR vs STLD
+268.5%
-195.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -0.3% |
| 7D | -11.7% | -12.5% | +0.8% | -7.7% |
| 30D | +1.8% | -6.8% | +8.7% | +4.1% |
| 3M | +6.0% | -16.4% | +22.3% | +11.9% |
| 6M | -7.0% | -6.1% | -0.9% | -6.7% |
| YTD | +5.6% | +32.0% | -26.4% | -8.2% |
| 1Y | +10.8% | +45.5% | -34.7% | -7.5% |
| 3Y | +19.3% | +106.5% | -87.2% | -17.1% |
| 5Y | +73.3% | +267.2% | -193.9% | -12.2% |
| All | +73.3% | +268.5% | -195.2% | -12.2% |
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