+38.6%
EBAY vs STLD
+55.9%
-17.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -2.6% | +6.9% | -9.5% | -2.5% |
| 30D | +3.2% | -1.5% | +4.7% | +3.2% |
| 3M | +17.8% | -9.7% | +27.5% | +17.3% |
| 6M | +9.5% | +2.3% | +7.1% | +9.6% |
| YTD | +39.2% | +41.0% | -1.8% | +32.9% |
| 1Y | +38.6% | +51.8% | -13.2% | +29.0% |
| All | +38.6% | +55.9% | -17.3% | +29.0% |
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