-2.1%
FIX vs STLD
+47.9%
-50.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.6% | -4.0% | -8.0% |
| 7D | -27.2% | -12.5% | -14.8% | -22.5% |
| 30D | -46.9% | -6.8% | -40.1% | -44.8% |
| 3M | -44.4% | -16.4% | -28.1% | -39.7% |
| 6M | -50.9% | -6.1% | -44.8% | -50.0% |
| YTD | +3.5% | +32.0% | -28.4% | -13.0% |
| 1Y | -2.1% | +45.5% | -47.6% | -25.8% |
| All | -2.1% | +47.9% | -50.0% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling