+861.6%
ASX vs STLD
+1,105.0%
-243.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -0.7% | +3.1% | -3.9% | -1.8% |
| 30D | +2.0% | -9.0% | +11.0% | +5.0% |
| 3M | -1.3% | -12.4% | +11.0% | +2.4% |
| 6M | +71.4% | +25.5% | +45.9% | +58.0% |
| YTD | +135.3% | +43.6% | +91.7% | +106.4% |
| 1Y | +267.5% | +87.2% | +180.3% | +194.0% |
| 3Y | +388.5% | +135.2% | +253.2% | +255.1% |
| 5Y | +417.1% | +290.9% | +126.2% | +210.6% |
| All | +861.6% | +1,105.0% | -243.4% | +291.5% |
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