+258.1%
AVGO vs STLD
+124.8%
+133.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.2% | +2.3% |
| 7D | 0.0% | -4.7% | +4.6% | +2.2% |
| 30D | -8.2% | -0.9% | -7.2% | -7.6% |
| 3M | -21.3% | -11.9% | -9.4% | -17.1% |
| 6M | -22.5% | +0.9% | -23.4% | -23.9% |
| YTD | -3.6% | +40.4% | -44.0% | -19.6% |
| 1Y | -6.7% | +56.6% | -63.2% | -26.3% |
| 3Y | +258.1% | +125.5% | +132.7% | +138.5% |
| All | +258.1% | +124.8% | +133.4% | +138.5% |
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