+385.1%
CBOE vs STLD
+1,072.4%
-687.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -4.6% | +2.7% | -7.3% | -5.0% |
| 30D | +2.6% | -8.4% | +11.1% | +3.5% |
| 3M | +4.9% | -9.9% | +14.8% | +5.8% |
| 6M | -2.2% | +33.0% | -35.2% | -5.7% |
| YTD | +17.7% | +42.6% | -24.9% | +12.3% |
| 1Y | +26.1% | +80.8% | -54.7% | +16.7% |
| 3Y | +97.1% | +143.4% | -46.3% | +70.9% |
| 5Y | +149.2% | +293.4% | -144.2% | +92.8% |
| 10Y | +385.1% | +1,080.4% | -695.3% | +181.0% |
| All | +385.1% | +1,072.4% | -687.3% | +181.0% |
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