+1,329.3%
EXC vs STLD
+8,684.3%
-7,355.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.3% | +3.1% | -2.9% | -0.2% |
| 30D | -3.7% | -9.0% | +5.3% | -2.6% |
| 3M | -1.3% | -12.4% | +11.1% | +0.3% |
| 6M | -9.7% | +25.5% | -35.2% | -13.3% |
| YTD | +2.9% | +43.6% | -40.7% | -3.4% |
| 1Y | +4.4% | +87.2% | -82.8% | -6.0% |
| 3Y | +22.2% | +135.2% | -113.0% | +4.1% |
| 5Y | +46.7% | +290.9% | -244.2% | +12.5% |
| 10Y | +155.3% | +1,113.5% | -958.1% | +56.0% |
| All | +1,329.3% | +8,684.3% | -7,355.0% | +530.2% |
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 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