+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 all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +0.4% | +3.1% | -2.7% | +0.1% |
| 30D | -3.6% | -9.0% | +5.4% | -2.7% |
| 3M | -1.0% | -12.4% | +11.4% | +0.1% |
| 6M | +6.3% | +25.5% | -19.2% | +3.4% |
| YTD | +14.7% | +43.6% | -28.9% | +9.9% |
| 1Y | +16.9% | +87.2% | -70.3% | +8.8% |
| 3Y | +56.8% | +135.2% | -78.4% | +40.7% |
| 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 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