+138.0%
B vs STLD
+255.4%
-117.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | +9.6% | -11.1% | +20.7% | +11.7% |
| 30D | +3.5% | -4.8% | +8.3% | +4.2% |
| 3M | -1.6% | -14.6% | +13.0% | +0.7% |
| 6M | -1.7% | -7.4% | +5.7% | -0.9% |
| YTD | -5.3% | +32.6% | -37.9% | -10.3% |
| 1Y | +27.2% | +47.3% | -20.1% | +18.7% |
| 3Y | +166.1% | +107.5% | +58.6% | +132.0% |
| All | +138.0% | +255.4% | -117.4% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling