+14,329.1%
COST vs STLD
+8,489.2%
+5,839.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.6% |
| 7D | +4.6% | -4.7% | +9.3% | +5.3% |
| 30D | +12.8% | -0.9% | +13.7% | +12.7% |
| 3M | +12.1% | -11.9% | +23.9% | +13.9% |
| 6M | +6.0% | +0.9% | +5.1% | +5.1% |
| YTD | +24.4% | +40.4% | -16.1% | +16.3% |
| 1Y | +17.1% | +56.6% | -39.4% | +7.6% |
| 3Y | +92.2% | +125.5% | -33.3% | +63.3% |
| 5Y | +122.5% | +292.8% | -170.3% | +68.9% |
| 10Y | +758.9% | +787.1% | -28.2% | +435.2% |
| All | +14,329.1% | +8,489.2% | +5,839.9% | +4,484.1% |
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 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