+4,062.5%
DELL vs STLD
+1,072.4%
+2,990.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +25.6% | +2.7% | +23.0% | +24.6% |
| 30D | +17.7% | -8.4% | +26.1% | +21.8% |
| 3M | +33.4% | -9.9% | +43.3% | +38.1% |
| 6M | +266.2% | +33.0% | +233.2% | +228.0% |
| YTD | +328.0% | +42.6% | +285.4% | +273.0% |
| 1Y | +339.6% | +80.8% | +258.8% | +249.9% |
| 3Y | +694.6% | +143.4% | +551.2% | +462.3% |
| 5Y | +1,122.0% | +293.4% | +828.6% | +599.1% |
| 10Y | +4,062.5% | +1,080.4% | +2,982.1% | +1,414.3% |
| All | +4,062.5% | +1,072.4% | +2,990.1% | +1,414.3% |
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