+749.2%
COST vs STLD
+790.2%
-41.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.5% | +6.9% | -4.4% | +1.6% |
| 30D | +14.6% | -1.5% | +16.0% | +14.7% |
| 3M | +15.2% | -9.7% | +24.9% | +16.4% |
| 6M | +7.2% | +2.3% | +4.9% | +6.2% |
| YTD | +27.4% | +41.0% | -13.6% | +20.1% |
| 1Y | +20.2% | +51.8% | -31.6% | +12.1% |
| 3Y | +96.9% | +126.4% | -29.6% | +70.2% |
| 5Y | +122.8% | +285.7% | -162.9% | +75.1% |
| All | +749.2% | +790.2% | -41.0% | +480.1% |
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