+772.7%
GOOG vs STLD
+1,092.9%
-320.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -1.6% | -2.8% | +1.3% | -0.9% |
| 30D | -7.7% | -10.4% | +2.7% | -5.4% |
| 3M | -9.3% | -10.6% | +1.3% | -7.4% |
| 6M | +7.4% | +32.7% | -25.3% | -0.7% |
| YTD | +4.9% | +42.8% | -38.0% | -5.2% |
| 1Y | +37.2% | +86.9% | -49.7% | +15.7% |
| 3Y | +141.6% | +143.8% | -2.2% | +85.9% |
| 5Y | +128.8% | +293.5% | -164.7% | +49.5% |
| 10Y | +772.7% | +1,122.7% | -349.9% | +322.5% |
| All | +772.7% | +1,092.9% | -320.1% | +322.5% |
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