+2,584.7%
AVGO vs STLD
+802.0%
+1,782.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.5% |
| 7D | +6.1% | -0.5% | +6.5% | +6.5% |
| 30D | -2.7% | -0.1% | -2.6% | -2.4% |
| 3M | -16.9% | -9.2% | -7.7% | -14.0% |
| 6M | -19.1% | +1.8% | -20.9% | -20.5% |
| YTD | +0.3% | +42.1% | -41.8% | -13.7% |
| 1Y | -1.2% | +58.5% | -59.7% | -18.4% |
| 3Y | +272.4% | +128.2% | +144.2% | +164.3% |
| 5Y | +579.0% | +288.2% | +290.8% | +278.3% |
| 10Y | +2,584.7% | +799.8% | +1,784.9% | +882.1% |
| All | +2,584.7% | +802.0% | +1,782.7% | +882.1% |
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