+46.0%
F vs STLD
+135.5%
-89.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +5.3% | +3.1% | +2.2% | +4.3% |
| 30D | +4.6% | -9.0% | +13.6% | +7.2% |
| 3M | -3.7% | -12.4% | +8.7% | -0.5% |
| 6M | +16.8% | +25.5% | -8.7% | +8.0% |
| YTD | +15.3% | +43.6% | -28.3% | +1.9% |
| 1Y | +31.0% | +87.2% | -56.2% | +6.7% |
| All | +46.0% | +135.5% | -89.5% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling