+207.0%
C vs STLD
+761.4%
-554.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.5% |
| 7D | +4.2% | +2.9% | +1.2% | +2.7% |
| 30D | +2.0% | -5.6% | +7.5% | +4.5% |
| 3M | -10.1% | -11.7% | +1.6% | -5.5% |
| 6M | +1.0% | -2.8% | +3.8% | +0.6% |
| YTD | +8.5% | +36.4% | -28.0% | -9.3% |
| 1Y | +25.7% | +50.0% | -24.3% | +0.3% |
| 3Y | +216.0% | +122.3% | +93.7% | +99.8% |
| 5Y | +112.3% | +273.2% | -160.9% | -6.9% |
| All | +207.0% | +761.4% | -554.4% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling