-12.5%
F vs STLD
+289.0%
-301.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -2.0% |
| 7D | +1.0% | -4.7% | +5.6% | +2.4% |
| 30D | +2.1% | -0.9% | +3.1% | +2.2% |
| 3M | -10.3% | -11.9% | +1.6% | -7.1% |
| 6M | +3.3% | +0.9% | +2.4% | +1.6% |
| YTD | -2.0% | +40.4% | -42.4% | -14.7% |
| 1Y | -2.3% | +56.6% | -58.8% | -18.2% |
| 3Y | +49.9% | +125.5% | -75.6% | +6.4% |
| 5Y | -12.5% | +292.8% | -305.3% | -53.4% |
| All | -12.5% | +289.0% | -301.4% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling