-25.6%
COMP vs STLD
+268.5%
-294.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.6% | -0.6% | -5.0% |
| 7D | -1.8% | -12.5% | +10.7% | +3.9% |
| 30D | -0.8% | -6.8% | +6.1% | +2.0% |
| 3M | -28.1% | -16.4% | -11.8% | -23.1% |
| 6M | +27.0% | -6.1% | +33.1% | +27.7% |
| YTD | -12.8% | +32.0% | -44.7% | -25.6% |
| 1Y | +4.9% | +45.5% | -40.6% | -14.6% |
| 3Y | +321.0% | +106.5% | +214.5% | +169.1% |
| 5Y | -25.6% | +267.2% | -292.8% | -62.9% |
| All | -25.6% | +268.5% | -294.1% | -62.9% |
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