+41.6%
D vs STLD
+868.9%
-827.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +3.0% | -11.1% | +14.1% | +3.9% |
| 30D | +11.5% | -4.8% | +16.3% | +11.8% |
| 3M | +3.7% | -14.6% | +18.3% | +4.9% |
| 6M | +13.5% | -7.4% | +20.9% | +13.8% |
| YTD | +20.7% | +32.6% | -11.8% | +17.1% |
| 1Y | +18.2% | +47.3% | -29.1% | +13.6% |
| 3Y | +73.3% | +107.5% | -34.2% | +59.5% |
| 5Y | +12.3% | +268.8% | -256.6% | -4.3% |
| All | +41.6% | +868.9% | -827.3% | +12.7% |
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