+36.6%
DIS vs STLD
+779.4%
-742.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | +5.3% | -9.7% | +15.0% | +8.2% |
| 30D | +10.2% | -4.5% | +14.8% | +11.4% |
| 3M | +13.5% | -13.1% | +26.6% | +17.3% |
| 6M | +11.1% | -2.8% | +13.9% | +10.2% |
| YTD | +5.5% | +35.3% | -29.8% | -6.1% |
| 1Y | +9.1% | +51.4% | -42.3% | -6.1% |
| 3Y | +36.0% | +117.9% | -81.9% | +1.4% |
| 5Y | -29.8% | +272.6% | -302.4% | -57.9% |
| 10Y | +36.6% | +782.2% | -745.6% | -42.2% |
| All | +36.6% | +779.4% | -742.8% | -42.2% |
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