+44.9%
C vs STLD
+89.3%
-44.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +3.6% | +3.1% | +0.5% | +2.6% |
| 30D | +0.1% | -9.0% | +9.0% | +2.6% |
| 3M | +2.4% | -12.4% | +14.8% | +5.8% |
| 6M | +24.9% | +25.5% | -0.6% | +14.5% |
| YTD | +19.8% | +43.6% | -23.8% | +6.8% |
| 1Y | +44.9% | +87.2% | -42.3% | +27.1% |
| All | +44.9% | +89.3% | -44.4% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling