-30.1%
AR vs STLD
+1,653.5%
-1,683.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | +0.7% |
| 7D | -11.7% | -12.5% | +0.8% | -6.2% |
| 30D | +1.8% | -6.8% | +8.7% | +5.0% |
| 3M | +6.0% | -16.4% | +22.3% | +14.0% |
| 6M | -7.0% | -6.1% | -0.9% | -6.6% |
| YTD | +5.6% | +32.0% | -26.4% | -11.8% |
| 1Y | +10.8% | +45.5% | -34.7% | -12.0% |
| 3Y | +19.3% | +106.5% | -87.2% | -24.1% |
| 5Y | +73.3% | +267.2% | -193.9% | -23.5% |
| 10Y | +47.6% | +878.9% | -831.3% | -61.4% |
| All | -30.1% | +1,653.5% | -1,683.5% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling