+1,267.0%
CBOE vs STLD
+2,176.5%
-909.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +1.0% | -9.7% | +10.7% | +2.2% |
| 30D | +16.0% | -4.5% | +20.5% | +16.5% |
| 3M | +23.4% | -13.1% | +36.5% | +25.2% |
| 6M | +1.7% | -2.8% | +4.5% | +1.3% |
| YTD | +41.6% | +35.3% | +6.2% | +34.4% |
| 1Y | +38.5% | +51.4% | -12.9% | +29.3% |
| 3Y | +105.7% | +117.9% | -12.2% | +77.4% |
| 5Y | +185.4% | +272.6% | -87.2% | +117.5% |
| 10Y | +504.1% | +782.2% | -278.1% | +261.3% |
| All | +1,267.0% | +2,176.5% | -909.4% | +512.0% |
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