+126.3%
B vs STLD
+7,971.8%
-7,845.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.1% | +1.9% |
| 7D | +4.3% | -12.5% | +16.8% | +6.7% |
| 30D | -0.9% | -6.8% | +5.9% | +0.2% |
| 3M | -1.4% | -16.4% | +15.0% | +1.4% |
| 6M | +5.0% | -6.1% | +11.1% | +5.6% |
| YTD | -5.8% | +32.0% | -37.8% | -11.0% |
| 1Y | +25.6% | +45.5% | -19.9% | +16.7% |
| 3Y | +161.6% | +106.5% | +55.1% | +124.7% |
| 5Y | +135.2% | +267.2% | -132.0% | +77.3% |
| 10Y | +170.7% | +878.9% | -708.1% | +56.8% |
| All | +126.3% | +7,971.8% | -7,845.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling