+842.6%
ASX vs STLD
+779.4%
+63.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.9% |
| 7D | -12.3% | -9.7% | -2.6% | -8.6% |
| 30D | -26.0% | -4.5% | -21.5% | -24.1% |
| 3M | -8.1% | -13.1% | +5.0% | -3.1% |
| 6M | +1.4% | -2.8% | +4.1% | +2.5% |
| YTD | +115.6% | +35.3% | +80.2% | +94.0% |
| 1Y | +128.0% | +51.4% | +76.6% | +97.5% |
| 3Y | +371.4% | +117.9% | +253.5% | +253.1% |
| 5Y | +469.4% | +272.6% | +196.8% | +248.3% |
| 10Y | +842.6% | +782.2% | +60.5% | +314.2% |
| All | +842.6% | +779.4% | +63.3% | +314.2% |
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 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