+816.9%
AU vs STLD
+804.7%
+12.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.3% | -5.9% |
| 7D | +15.3% | -4.7% | +19.9% | +15.7% |
| 30D | -0.3% | -0.9% | +0.6% | -0.3% |
| 3M | -2.9% | -11.9% | +9.0% | -1.9% |
| 6M | -10.7% | +0.9% | -11.6% | -11.0% |
| YTD | +14.0% | +40.4% | -26.5% | +10.1% |
| 1Y | +32.5% | +56.6% | -24.0% | +26.9% |
| 3Y | +557.9% | +125.5% | +432.5% | +507.5% |
| 5Y | +441.0% | +292.8% | +148.2% | +384.8% |
| 10Y | +816.9% | +787.1% | +29.9% | +710.4% |
| All | +816.9% | +804.7% | +12.2% | +710.4% |
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