+13,444.1%
GOOG vs STLD
+4,710.5%
+8,733.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.1% | +3.1% | -5.3% | -2.9% |
| 30D | -6.8% | -9.0% | +2.2% | -4.8% |
| 3M | -9.1% | -12.4% | +3.3% | -6.7% |
| 6M | +10.7% | +25.5% | -14.8% | +3.6% |
| YTD | +7.1% | +43.6% | -36.6% | -3.5% |
| 1Y | +44.6% | +87.2% | -42.6% | +21.5% |
| 3Y | +147.4% | +135.2% | +12.2% | +91.7% |
| 5Y | +133.8% | +290.9% | -157.1% | +53.6% |
| 10Y | +777.5% | +1,113.5% | -335.9% | +298.6% |
| All | +13,444.1% | +4,710.5% | +8,733.7% | +3,636.2% |
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