+3,552.3%
ASX vs STLD
+16,575.3%
-13,023.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -0.7% | +3.1% | -3.9% | -1.7% |
| 30D | +2.0% | -9.0% | +11.0% | +4.7% |
| 3M | -1.3% | -12.4% | +11.0% | +2.0% |
| 6M | +71.4% | +25.5% | +45.9% | +59.2% |
| YTD | +135.3% | +43.6% | +91.7% | +108.8% |
| 1Y | +267.5% | +87.2% | +180.3% | +199.9% |
| 3Y | +388.5% | +135.2% | +253.2% | +265.4% |
| 5Y | +417.1% | +290.9% | +126.2% | +222.5% |
| 10Y | +872.7% | +1,113.5% | -240.7% | +296.7% |
| All | +3,552.3% | +16,575.3% | -13,023.0% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling