+53.9%
F vs STLD
+292.4%
-238.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +5.3% | +3.1% | +2.2% | +4.2% |
| 30D | +4.6% | -9.0% | +13.6% | +7.6% |
| 3M | -3.7% | -12.4% | +8.7% | 0.0% |
| 6M | +16.8% | +25.5% | -8.7% | +6.7% |
| YTD | +15.3% | +43.6% | -28.3% | -0.1% |
| 1Y | +31.0% | +87.2% | -56.2% | +3.0% |
| 3Y | +45.4% | +135.2% | -89.8% | +1.6% |
| All | +53.9% | +292.4% | -238.5% | -18.0% |
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