+116.3%
CBOE vs STLD
+119.8%
-3.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.4% |
| 7D | +6.3% | +2.9% | +3.3% | +6.6% |
| 30D | +24.9% | -5.6% | +30.5% | +24.3% |
| 3M | +28.5% | -11.7% | +40.2% | +27.3% |
| 6M | +2.9% | -2.8% | +5.7% | +3.1% |
| YTD | +50.7% | +36.4% | +14.2% | +56.2% |
| 1Y | +45.5% | +50.0% | -4.5% | +52.4% |
| 3Y | +116.3% | +122.3% | -6.0% | +131.1% |
| All | +116.3% | +119.8% | -3.5% | +131.1% |
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 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