+34.2%
DIS vs STLD
+868.9%
-834.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | -11.1% | +16.4% | +8.6% |
| 30D | +11.5% | -4.8% | +16.2% | +12.7% |
| 3M | +11.5% | -14.6% | +26.1% | +15.7% |
| 6M | +8.9% | -7.4% | +16.3% | +9.5% |
| YTD | +3.4% | +32.6% | -29.2% | -7.3% |
| 1Y | +7.2% | +47.3% | -40.1% | -7.0% |
| 3Y | +43.3% | +107.5% | -64.2% | +8.6% |
| 5Y | -31.4% | +268.8% | -300.3% | -58.6% |
| All | +34.2% | +868.9% | -834.7% | -43.6% |
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