+8,419.6%
FIX vs STLD
+6,139.1%
+2,280.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.0% | -12.0% | -14.1% |
| 7D | -18.9% | -3.9% | -15.0% | -17.8% |
| 30D | -36.3% | -0.4% | -35.9% | -36.1% |
| 3M | -38.5% | -9.2% | -29.3% | -36.8% |
| 6M | -42.3% | +5.0% | -47.2% | -43.5% |
| YTD | +17.1% | +42.8% | -25.7% | +3.8% |
| 1Y | +14.4% | +60.1% | -45.7% | -2.1% |
| 3Y | +486.7% | +123.5% | +363.2% | +351.6% |
| 5Y | +1,083.7% | +302.0% | +781.7% | +639.6% |
| 10Y | +3,932.4% | +959.3% | +2,973.2% | +1,723.4% |
| All | +8,419.6% | +6,139.1% | +2,280.5% | +1,902.2% |
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 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