+79.8%
F vs STLD
+868.9%
-789.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.6% | -11.1% | +12.7% | +6.2% |
| 30D | +2.6% | -4.8% | +7.4% | +4.3% |
| 3M | -8.8% | -14.6% | +5.7% | -3.9% |
| 6M | +4.6% | -7.4% | +12.0% | +6.3% |
| YTD | -1.9% | +32.6% | -34.5% | -14.5% |
| 1Y | -0.8% | +47.3% | -48.1% | -17.3% |
| 3Y | +43.5% | +107.5% | -64.1% | -0.1% |
| 5Y | -12.1% | +268.8% | -280.9% | -55.0% |
| All | +79.8% | +868.9% | -789.1% | -41.4% |
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 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