-21.9%
COMP vs STLD
+303.7%
-325.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.8% | +9.0% |
| 7D | +9.5% | -3.9% | +13.4% | +11.2% |
| 30D | +8.1% | -0.4% | +8.5% | +7.9% |
| 3M | -16.3% | -9.2% | -7.1% | -13.6% |
| 6M | +42.2% | +5.0% | +37.2% | +36.1% |
| YTD | -5.0% | +42.8% | -47.8% | -21.7% |
| 1Y | +20.1% | +60.1% | -40.0% | -6.2% |
| 3Y | +358.4% | +123.5% | +235.0% | +183.4% |
| 5Y | -21.9% | +302.0% | -324.0% | -62.5% |
| All | -21.9% | +303.7% | -325.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling