-10.8%
DOW vs STLD
+694.5%
-705.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -2.4% | +3.1% | -5.5% | -3.8% |
| 30D | +0.4% | -9.0% | +9.4% | +4.3% |
| 3M | -14.4% | -12.4% | -2.0% | -10.0% |
| 6M | -7.0% | +25.5% | -32.5% | -19.4% |
| YTD | +30.2% | +43.6% | -13.4% | +5.0% |
| 1Y | +29.2% | +87.2% | -58.0% | -9.2% |
| 3Y | -36.7% | +135.2% | -171.9% | -61.8% |
| 5Y | -37.7% | +290.9% | -328.6% | -74.0% |
| All | -10.8% | +694.5% | -705.3% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling