+244.4%
AVGO vs STLD
+105.6%
+138.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -9.9% | -11.1% | +1.2% | -5.2% |
| 30D | -22.0% | -4.8% | -17.2% | -20.2% |
| 3M | -30.0% | -14.6% | -15.5% | -25.5% |
| 6M | -30.7% | -7.4% | -23.3% | -29.4% |
| YTD | -14.7% | +32.6% | -47.2% | -27.1% |
| 1Y | -16.8% | +47.3% | -64.1% | -32.5% |
| 3Y | +244.4% | +107.5% | +136.9% | +139.8% |
| All | +244.4% | +105.6% | +138.8% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling