+2,662.4%
DELL vs STLD
+761.4%
+1,901.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -3.9% | -5.9% |
| 7D | +4.9% | +2.9% | +1.9% | +3.7% |
| 30D | -32.1% | -5.6% | -26.5% | -30.1% |
| 3M | -30.2% | -11.7% | -18.5% | -26.3% |
| 6M | +41.7% | -2.8% | +44.5% | +43.5% |
| YTD | +176.6% | +36.4% | +140.1% | +146.1% |
| 1Y | +159.9% | +50.0% | +109.9% | +122.9% |
| 3Y | +388.0% | +122.3% | +265.7% | +257.8% |
| 5Y | +578.2% | +273.2% | +305.0% | +296.0% |
| All | +2,662.4% | +761.4% | +1,901.0% | +966.4% |
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