+1,188.7%
CIEN vs STLD
+779.4%
+409.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +9.9% |
| 7D | -5.3% | -9.7% | +4.4% | -1.5% |
| 30D | -40.1% | -4.5% | -35.6% | -38.8% |
| 3M | -34.7% | -13.1% | -21.6% | -31.4% |
| 6M | -50.9% | -2.8% | -48.1% | -50.5% |
| YTD | +15.2% | +35.3% | -20.2% | +3.5% |
| 1Y | +35.2% | +51.4% | -16.2% | +17.2% |
| 3Y | +522.6% | +117.9% | +404.6% | +372.9% |
| 5Y | +344.2% | +272.6% | +71.6% | +175.9% |
| 10Y | +1,188.7% | +782.2% | +406.5% | +488.7% |
| All | +1,188.7% | +779.4% | +409.3% | +488.7% |
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