+1,142.7%
D vs STLD
+8,684.3%
-7,541.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +1.5% | +3.1% | -1.7% | +1.1% |
| 30D | -2.6% | -9.0% | +6.4% | -1.7% |
| 3M | 0.0% | -12.4% | +12.4% | +1.1% |
| 6M | +7.4% | +25.5% | -18.1% | +4.4% |
| YTD | +15.9% | +43.6% | -27.7% | +11.0% |
| 1Y | +18.1% | +87.2% | -69.1% | +9.9% |
| 3Y | +58.4% | +135.2% | -76.9% | +42.1% |
| 5Y | +5.2% | +290.9% | -285.7% | -12.3% |
| 10Y | +35.9% | +1,113.5% | -1,077.6% | -4.2% |
| All | +1,142.7% | +8,684.3% | -7,541.6% | +568.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling