+51.9%
DOW vs STLD
+59.7%
-7.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.8% |
| 7D | -4.2% | -3.9% | -0.2% | -3.7% |
| 30D | +14.7% | -0.4% | +15.1% | +14.6% |
| 3M | +9.1% | -9.2% | +18.3% | +10.7% |
| 6M | -17.7% | +5.0% | -22.6% | -18.9% |
| YTD | +44.6% | +42.8% | +1.8% | +26.5% |
| 1Y | +51.9% | +60.1% | -8.2% | +24.4% |
| All | +51.9% | +59.7% | -7.8% | +24.4% |
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