+713.2%
GE vs STLD
+8,684.3%
-7,971.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -1.6% | +3.1% | -4.7% | -2.5% |
| 30D | -11.6% | -9.0% | -2.6% | -9.4% |
| 3M | +3.0% | -12.4% | +15.4% | +6.3% |
| 6M | -0.5% | +25.5% | -26.0% | -7.1% |
| YTD | +9.7% | +43.6% | -33.9% | -1.5% |
| 1Y | +20.0% | +87.2% | -67.2% | 0.0% |
| 3Y | +275.8% | +135.2% | +140.6% | +188.4% |
| 5Y | +429.1% | +290.9% | +138.2% | +243.3% |
| 10Y | +151.2% | +1,113.5% | -962.3% | +17.8% |
| All | +713.2% | +8,684.3% | -7,971.1% | +89.6% |
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