+415.3%
ASX vs STLD
+255.4%
+159.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +6.0% | +6.2% |
| 7D | -19.9% | -11.1% | -8.8% | -15.5% |
| 30D | -30.9% | -4.8% | -26.1% | -28.8% |
| 3M | -15.1% | -14.6% | -0.5% | -9.3% |
| 6M | -6.5% | -7.4% | +0.9% | -3.5% |
| YTD | +98.4% | +32.6% | +65.9% | +77.6% |
| 1Y | +107.9% | +47.3% | +60.5% | +78.5% |
| 3Y | +325.3% | +107.5% | +217.7% | +210.6% |
| All | +415.3% | +255.4% | +159.9% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling