+67.3%
F vs STLD
+761.4%
-694.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.4% |
| 7D | -3.1% | +2.9% | -6.0% | -4.3% |
| 30D | 0.0% | -5.6% | +5.6% | +1.9% |
| 3M | -13.2% | -11.7% | -1.5% | -9.7% |
| 6M | -10.2% | -2.8% | -7.4% | -10.6% |
| YTD | -4.9% | +36.4% | -41.4% | -18.3% |
| 1Y | -6.1% | +50.0% | -56.1% | -22.4% |
| 3Y | +46.0% | +122.3% | -76.3% | -1.6% |
| 5Y | -15.7% | +273.2% | -288.9% | -57.3% |
| All | +67.3% | +761.4% | -694.1% | -45.6% |
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