+2,655.3%
DELL vs STLD
+779.4%
+1,875.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.6% |
| 7D | -11.8% | -9.7% | -2.2% | -7.8% |
| 30D | -40.8% | -4.5% | -36.3% | -39.4% |
| 3M | -23.6% | -13.1% | -10.5% | -18.8% |
| 6M | +33.4% | -2.8% | +36.1% | +35.0% |
| YTD | +178.0% | +35.3% | +142.7% | +148.1% |
| 1Y | +138.6% | +51.4% | +87.2% | +103.9% |
| 3Y | +400.9% | +117.9% | +282.9% | +270.0% |
| 5Y | +580.7% | +272.6% | +308.1% | +298.0% |
| 10Y | +2,655.3% | +782.2% | +1,873.1% | +1,014.1% |
| All | +2,655.3% | +779.4% | +1,875.9% | +1,014.1% |
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