+108.7%
CBOE vs STLD
+105.6%
+3.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +5.3% | -11.1% | +16.4% | +4.1% |
| 30D | +25.5% | -4.8% | +30.2% | +24.9% |
| 3M | +22.5% | -14.6% | +37.1% | +21.0% |
| 6M | +2.6% | -7.4% | +10.0% | +2.3% |
| YTD | +41.8% | +32.6% | +9.2% | +46.6% |
| 1Y | +40.9% | +47.3% | -6.5% | +47.3% |
| 3Y | +108.7% | +107.5% | +1.2% | +125.9% |
| All | +108.7% | +105.6% | +3.1% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling