+392.6%
ASX vs STLD
+135.5%
+257.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -0.7% | +3.1% | -3.9% | -2.0% |
| 30D | +2.0% | -9.0% | +11.0% | +5.5% |
| 3M | -1.3% | -12.4% | +11.0% | +3.3% |
| 6M | +71.4% | +25.5% | +45.9% | +55.7% |
| YTD | +135.3% | +43.6% | +91.7% | +102.1% |
| 1Y | +267.5% | +87.2% | +180.3% | +183.6% |
| All | +392.6% | +135.5% | +257.1% | +231.5% |
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 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