+2,062.4%
AVGO vs STLD
+868.9%
+1,193.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -9.9% | -11.1% | +1.2% | -5.8% |
| 30D | -22.0% | -4.8% | -17.2% | -20.4% |
| 3M | -30.0% | -14.6% | -15.5% | -26.1% |
| 6M | -30.7% | -7.4% | -23.3% | -29.5% |
| YTD | -14.7% | +32.6% | -47.2% | -24.6% |
| 1Y | -16.8% | +47.3% | -64.1% | -29.3% |
| 3Y | +244.4% | +107.5% | +136.9% | +154.0% |
| 5Y | +474.0% | +268.8% | +205.2% | +228.9% |
| All | +2,062.4% | +868.9% | +1,193.5% | +713.2% |
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 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