+7,451.3%
CME vs STLD
+10,473.1%
-3,021.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.6% | +7.3% | +1.6% |
| 7D | +3.7% | -12.5% | +16.1% | +7.1% |
| 30D | +13.7% | -6.8% | +20.6% | +15.5% |
| 3M | +16.6% | -16.4% | +32.9% | +21.2% |
| 6M | +8.2% | -6.1% | +14.3% | +8.5% |
| YTD | +16.3% | +32.0% | -15.6% | +5.7% |
| 1Y | +19.1% | +45.5% | -26.4% | +5.2% |
| 3Y | +67.4% | +106.5% | -39.1% | +28.4% |
| 5Y | +71.0% | +267.2% | -196.2% | +5.4% |
| 10Y | +338.9% | +878.9% | -539.9% | +82.4% |
| All | +7,451.3% | +10,473.1% | -3,021.8% | +1,325.2% |
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