+420.4%
FIX vs STLD
+104.7%
+315.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.6% | -4.0% | -7.4% |
| 7D | -27.2% | -12.5% | -14.8% | -21.5% |
| 30D | -46.9% | -6.8% | -40.1% | -44.5% |
| 3M | -44.4% | -16.4% | -28.1% | -38.9% |
| 6M | -50.9% | -6.1% | -44.8% | -49.9% |
| YTD | +3.5% | +32.0% | -28.4% | -14.2% |
| 1Y | -2.1% | +45.5% | -47.6% | -23.5% |
| All | +420.4% | +104.7% | +315.7% | +217.4% |
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 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