+0.4%
CMCSA vs STLD
+45.5%
-45.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +5.0% | -11.1% | +16.2% | +5.0% |
| 30D | +16.5% | -4.8% | +21.3% | +16.3% |
| 3M | -1.6% | -14.6% | +13.0% | -1.6% |
| 6M | -5.0% | -7.4% | +2.4% | -5.5% |
| YTD | -8.3% | +32.6% | -40.8% | -11.8% |
| 1Y | +0.4% | +47.3% | -46.9% | -6.7% |
| All | +0.4% | +45.5% | -45.1% | -6.7% |
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 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