+92.3%
COST vs STLD
+105.6%
-13.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +4.1% | -11.1% | +15.2% | +4.9% |
| 30D | +12.0% | -4.8% | +16.8% | +12.3% |
| 3M | +11.2% | -14.6% | +25.7% | +12.3% |
| 6M | +6.1% | -7.4% | +13.5% | +6.4% |
| YTD | +22.9% | +32.6% | -9.7% | +18.1% |
| 1Y | +14.7% | +47.3% | -32.6% | +8.9% |
| 3Y | +92.3% | +107.5% | -15.2% | +68.2% |
| All | +92.3% | +105.6% | -13.3% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling