+151.0%
B vs STLD
+8,684.3%
-8,533.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -1.6% | +3.1% | -4.7% | -2.1% |
| 30D | +9.4% | -9.0% | +18.4% | +11.0% |
| 3M | +5.0% | -12.4% | +17.4% | +7.0% |
| 6M | -3.5% | +25.5% | -29.0% | -7.8% |
| YTD | +4.5% | +43.6% | -39.2% | -2.6% |
| 1Y | +67.8% | +87.2% | -19.4% | +49.0% |
| 3Y | +196.7% | +135.2% | +61.5% | +148.9% |
| 5Y | +151.9% | +290.9% | -138.9% | +87.6% |
| 10Y | +202.2% | +1,113.5% | -911.3% | +68.4% |
| All | +151.0% | +8,684.3% | -8,533.3% | +4.5% |
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 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