+2,664.2%
AVGO vs STLD
+1,087.1%
+1,577.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -3.0% | +3.1% | -6.1% | -4.1% |
| 30D | -14.4% | -9.0% | -5.4% | -11.6% |
| 3M | -14.4% | -12.4% | -2.1% | -10.9% |
| 6M | +13.1% | +25.5% | -12.4% | +2.8% |
| YTD | +3.8% | +43.6% | -39.8% | -10.8% |
| 1Y | +17.8% | +87.2% | -69.4% | -8.3% |
| 3Y | +325.3% | +135.2% | +190.0% | +199.3% |
| 5Y | +689.9% | +290.9% | +399.1% | +342.1% |
| All | +2,664.2% | +1,087.1% | +1,577.1% | +823.7% |
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 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