+1,214.5%
D vs STLD
+7,971.8%
-6,757.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.6% | +7.4% | +0.6% |
| 7D | +6.9% | -12.5% | +19.4% | +8.3% |
| 30D | +12.3% | -6.8% | +19.2% | +13.0% |
| 3M | +3.0% | -16.4% | +19.4% | +4.7% |
| 6M | +12.8% | -6.1% | +18.9% | +13.0% |
| YTD | +22.6% | +32.0% | -9.4% | +18.2% |
| 1Y | +21.7% | +45.5% | -23.9% | +16.1% |
| 3Y | +83.9% | +106.5% | -22.6% | +67.1% |
| 5Y | +14.0% | +267.2% | -253.2% | -4.4% |
| 10Y | +45.6% | +878.9% | -833.3% | +4.9% |
| All | +1,214.5% | +7,971.8% | -6,757.3% | +612.2% |
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