-50.4%
COMP vs STLD
+408.6%
-459.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.8% | -11.2% | -8.9% |
| 7D | +7.2% | -4.7% | +11.8% | +9.1% |
| 30D | +6.4% | -0.9% | +7.3% | +6.5% |
| 3M | -19.4% | -11.9% | -7.6% | -16.0% |
| 6M | +14.6% | +0.9% | +13.7% | +11.6% |
| YTD | -5.5% | +40.4% | -45.9% | -20.5% |
| 1Y | +13.7% | +56.6% | -42.9% | -8.8% |
| 3Y | +409.7% | +125.5% | +284.2% | +227.2% |
| 5Y | -17.0% | +292.8% | -309.9% | -55.7% |
| All | -50.4% | +408.6% | -459.0% | -73.2% |
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 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