+948.1%
FIX vs STLD
+255.4%
+692.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +5.0% | +5.2% |
| 7D | -17.5% | -11.1% | -6.3% | -12.8% |
| 30D | -41.6% | -4.8% | -36.8% | -40.0% |
| 3M | -40.6% | -14.6% | -26.0% | -36.5% |
| 6M | -49.4% | -7.4% | -42.0% | -48.1% |
| YTD | +9.2% | +32.6% | -23.4% | -4.8% |
| 1Y | +6.5% | +47.3% | -40.9% | -11.4% |
| 3Y | +448.7% | +107.5% | +341.2% | +294.5% |
| All | +948.1% | +255.4% | +692.7% | +520.2% |
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