+166.6%
DELL vs STLD
+55.9%
+110.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +17.1% | +6.9% | +10.3% | +12.2% |
| 30D | -35.1% | -1.5% | -33.6% | -33.9% |
| 3M | -23.3% | -9.7% | -13.6% | -18.7% |
| 6M | +55.8% | +2.3% | +53.5% | +52.6% |
| YTD | +198.0% | +41.0% | +157.0% | +151.5% |
| 1Y | +166.6% | +51.8% | +114.7% | +112.8% |
| All | +166.6% | +55.9% | +110.6% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling