+654.4%
GOOG vs STLD
+804.7%
-150.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -1.3% |
| 7D | +2.4% | -4.7% | +7.0% | +3.4% |
| 30D | -18.1% | -0.9% | -17.1% | -18.1% |
| 3M | -19.9% | -11.9% | -8.0% | -17.9% |
| 6M | -28.2% | +0.9% | -29.1% | -29.1% |
| YTD | -9.0% | +40.4% | -49.5% | -17.9% |
| 1Y | -1.7% | +56.6% | -58.3% | -13.7% |
| 3Y | +114.5% | +125.5% | -10.9% | +67.2% |
| 5Y | +96.2% | +292.8% | -196.7% | +27.0% |
| 10Y | +654.4% | +787.1% | -132.7% | +279.7% |
| All | +654.4% | +804.7% | -150.3% | +279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling