+109.4%
C vs STLD
+268.5%
-159.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.6% | +2.5% | -2.4% |
| 7D | -5.3% | -12.5% | +7.2% | -0.9% |
| 30D | -7.3% | -6.8% | -0.5% | -5.2% |
| 3M | -13.5% | -16.4% | +2.9% | -8.4% |
| 6M | -6.5% | -6.1% | -0.4% | -5.5% |
| YTD | +3.6% | +32.0% | -28.4% | -7.8% |
| 1Y | +18.9% | +45.5% | -26.6% | +2.1% |
| 3Y | +205.0% | +106.5% | +98.5% | +127.8% |
| 5Y | +109.4% | +267.2% | -157.8% | +29.6% |
| All | +109.4% | +268.5% | -159.1% | +29.6% |
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 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