+299.6%
ASX vs STLD
+104.7%
+194.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.6% | -13.2% | -17.5% |
| 7D | -33.3% | -12.5% | -20.8% | -29.0% |
| 30D | -36.5% | -6.8% | -29.6% | -33.8% |
| 3M | -19.2% | -16.4% | -2.8% | -12.7% |
| 6M | -10.2% | -6.1% | -4.1% | -7.7% |
| YTD | +86.5% | +32.0% | +54.5% | +67.5% |
| 1Y | +89.6% | +45.5% | +44.1% | +64.0% |
| All | +299.6% | +104.7% | +194.9% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling