+1,056.2%
CBOE vs STLD
+2,315.7%
-1,259.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.6% | +3.1% | -6.8% | -4.1% |
| 30D | +5.1% | -9.0% | +14.1% | +6.2% |
| 3M | +4.6% | -12.4% | +17.0% | +6.1% |
| 6M | -0.3% | +25.5% | -25.8% | -3.9% |
| YTD | +19.8% | +43.6% | -23.9% | +13.1% |
| 1Y | +28.4% | +87.2% | -58.8% | +16.5% |
| 3Y | +104.1% | +135.2% | -31.1% | +74.4% |
| 5Y | +150.9% | +290.9% | -140.0% | +90.2% |
| 10Y | +393.5% | +1,113.5% | -720.0% | +179.9% |
| All | +1,056.2% | +2,315.7% | -1,259.5% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling