+6.4%
CMCSA vs STLD
+804.7%
-798.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.2% |
| 7D | +4.6% | -4.7% | +9.2% | +5.5% |
| 30D | +19.8% | -0.9% | +20.7% | +19.8% |
| 3M | -0.3% | -11.9% | +11.6% | +1.9% |
| 6M | +0.3% | +0.9% | -0.6% | -1.0% |
| YTD | -6.9% | +40.4% | -47.3% | -15.3% |
| 1Y | +2.6% | +56.6% | -54.0% | -9.0% |
| 3Y | -29.0% | +125.5% | -154.5% | -43.3% |
| 5Y | -42.0% | +292.8% | -334.8% | -61.0% |
| 10Y | +6.4% | +787.1% | -780.6% | -45.4% |
| All | +6.4% | +804.7% | -798.2% | -45.4% |
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