+7,418.1%
CME vs STLD
+10,521.0%
-3,102.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.9% | -11.1% | +12.0% | +3.9% |
| 30D | +13.2% | -4.8% | +18.0% | +14.3% |
| 3M | +16.3% | -14.6% | +30.8% | +20.2% |
| 6M | +7.1% | -7.4% | +14.5% | +7.8% |
| YTD | +15.8% | +32.6% | -16.7% | +5.1% |
| 1Y | +17.1% | +47.3% | -30.3% | +3.1% |
| 3Y | +63.2% | +107.5% | -44.4% | +25.1% |
| 5Y | +70.2% | +268.8% | -198.6% | +4.8% |
| 10Y | +337.0% | +883.3% | -546.3% | +81.4% |
| All | +7,418.1% | +10,521.0% | -3,102.8% | +1,317.3% |
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