-29.9%
COMP vs STLD
+292.4%
-322.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.2% |
| 7D | +1.4% | +3.1% | -1.8% | 0.0% |
| 30D | -13.3% | -9.0% | -4.3% | -10.2% |
| 3M | +41.1% | -12.4% | +53.5% | +47.4% |
| 6M | +17.2% | +25.5% | -8.3% | +4.0% |
| YTD | +5.2% | +43.6% | -38.4% | -12.8% |
| 1Y | +18.9% | +87.2% | -68.3% | -13.4% |
| 3Y | +215.9% | +135.2% | +80.7% | +92.5% |
| All | -29.9% | +292.4% | -322.3% | -64.8% |
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