+48.3%
D vs STLD
+804.7%
-756.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.1% |
| 7D | +2.4% | -4.7% | +7.0% | +2.7% |
| 30D | +10.9% | -0.9% | +11.9% | +10.9% |
| 3M | +2.8% | -11.9% | +14.7% | +3.7% |
| 6M | +12.7% | +0.9% | +11.8% | +12.2% |
| YTD | +20.3% | +40.4% | -20.1% | +16.0% |
| 1Y | +17.1% | +56.6% | -39.4% | +11.8% |
| 3Y | +75.1% | +125.5% | -50.3% | +59.5% |
| 5Y | +13.1% | +292.8% | -279.7% | -4.8% |
| 10Y | +48.3% | +787.1% | -738.8% | +8.1% |
| All | +48.3% | +804.7% | -756.4% | +8.1% |
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