+609.0%
COST vs STLD
+1,092.9%
-483.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -2.4% |
| 30D | -5.3% | -10.4% | +5.1% | -4.0% |
| 3M | -6.7% | -10.6% | +3.9% | -5.5% |
| 6M | -9.9% | +32.7% | -42.6% | -13.9% |
| YTD | +5.1% | +42.8% | -37.7% | -0.7% |
| 1Y | -7.3% | +86.9% | -94.2% | -16.0% |
| 3Y | +70.4% | +143.8% | -73.4% | +46.3% |
| 5Y | +104.4% | +293.5% | -189.1% | +61.0% |
| 10Y | +609.0% | +1,122.7% | -513.7% | +372.2% |
| All | +609.0% | +1,092.9% | -483.9% | +372.2% |
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