+643.6%
GOOGL vs STLD
+804.7%
-161.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -1.2% |
| 7D | +2.6% | -4.7% | +7.3% | +3.7% |
| 30D | -18.3% | -0.9% | -17.3% | -18.2% |
| 3M | -19.6% | -11.9% | -7.7% | -17.5% |
| 6M | -28.2% | +0.9% | -29.1% | -29.2% |
| YTD | -8.0% | +40.4% | -48.4% | -16.9% |
| 1Y | -0.7% | +56.6% | -57.2% | -12.8% |
| 3Y | +118.8% | +125.5% | -6.7% | +70.7% |
| 5Y | +98.9% | +292.8% | -194.0% | +29.1% |
| 10Y | +643.6% | +787.1% | -143.5% | +274.9% |
| All | +643.6% | +804.7% | -161.1% | +274.9% |
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 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