+2,105.4%
FIX vs STLD
+292.4%
+1,813.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +6.0% | +3.1% | +2.9% | +4.5% |
| 30D | -7.2% | -9.0% | +1.7% | -3.7% |
| 3M | -15.9% | -12.4% | -3.5% | -11.7% |
| 6M | +12.7% | +25.5% | -12.8% | +1.1% |
| YTD | +72.8% | +43.6% | +29.2% | +45.5% |
| 1Y | +122.9% | +87.2% | +35.7% | +67.6% |
| 3Y | +774.3% | +135.2% | +639.1% | +499.6% |
| All | +2,105.4% | +292.4% | +1,813.0% | +1,162.8% |
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 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