+212.8%
F vs STLD
+8,634.8%
-8,421.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +6.0% | +3.8% |
| 7D | +6.0% | -3.9% | +10.0% | +7.3% |
| 30D | +4.3% | -0.4% | +4.7% | +4.3% |
| 3M | -10.1% | -9.2% | -0.9% | -7.9% |
| 6M | +12.8% | +5.0% | +7.8% | +10.2% |
| YTD | -0.1% | +42.8% | -42.9% | -11.6% |
| 1Y | +3.7% | +60.1% | -56.4% | -11.5% |
| 3Y | +42.7% | +123.5% | -80.8% | +7.4% |
| 5Y | -11.0% | +302.0% | -313.1% | -45.5% |
| 10Y | +87.0% | +959.3% | -872.2% | -18.1% |
| All | +212.8% | +8,634.8% | -8,421.9% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling