+73.7%
COST vs STLD
+144.6%
-70.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.1% | +3.1% | -6.3% | -3.4% |
| 30D | -2.8% | -9.0% | +6.2% | -2.1% |
| 3M | -5.7% | -12.4% | +6.7% | -4.8% |
| 6M | -8.8% | +25.5% | -34.3% | -11.2% |
| YTD | +6.7% | +43.6% | -37.0% | +2.0% |
| 1Y | -3.6% | +87.2% | -90.8% | -11.0% |
| All | +73.7% | +144.6% | -70.9% | +51.3% |
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 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