+146.8%
GOOG vs STLD
+141.4%
+5.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | +2.7% | -1.6% | +0.6% |
| 30D | -5.1% | -8.4% | +3.4% | -3.7% |
| 3M | -7.1% | -9.9% | +2.8% | -5.7% |
| 6M | +12.7% | +33.0% | -20.4% | +5.5% |
| YTD | +7.1% | +42.6% | -35.5% | -1.5% |
| 1Y | +43.6% | +80.8% | -37.2% | +25.3% |
| 3Y | +146.8% | +143.4% | +3.3% | +97.9% |
| All | +146.8% | +141.4% | +5.3% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling