+2.5%
CMCSA vs STLD
+58.4%
-55.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +21.0% | -0.1% | +21.0% | +20.9% |
| 3M | -0.9% | -9.2% | +8.2% | -0.9% |
| 6M | +2.9% | +1.8% | +1.1% | +2.3% |
| YTD | -5.9% | +42.1% | -48.0% | -9.6% |
| 1Y | +2.5% | +58.5% | -56.1% | -5.8% |
| All | +2.5% | +58.4% | -55.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling