-44.8%
COMP vs STLD
+420.1%
-465.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.2% |
| 7D | +1.4% | +3.1% | -1.8% | +0.1% |
| 30D | -13.3% | -9.0% | -4.3% | -10.4% |
| 3M | +41.1% | -12.4% | +53.5% | +47.1% |
| 6M | +17.2% | +25.5% | -8.3% | +4.7% |
| YTD | +5.2% | +43.6% | -38.4% | -11.9% |
| 1Y | +18.9% | +87.2% | -68.3% | -11.8% |
| 3Y | +215.9% | +135.2% | +80.7% | +99.6% |
| 5Y | -31.2% | +290.9% | -322.1% | -63.3% |
| All | -44.8% | +420.1% | -465.0% | -70.3% |
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