+616.9%
GOOGL vs STLD
+868.9%
-252.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.8% | -11.1% | +12.9% | +4.5% |
| 30D | -18.8% | -4.8% | -14.0% | -17.9% |
| 3M | -20.3% | -14.6% | -5.8% | -17.8% |
| 6M | -28.4% | -7.4% | -21.0% | -27.9% |
| YTD | -8.8% | +32.6% | -41.4% | -16.4% |
| 1Y | +0.3% | +47.3% | -47.1% | -10.5% |
| 3Y | +120.7% | +107.5% | +13.2% | +76.3% |
| 5Y | +93.1% | +268.8% | -175.7% | +28.1% |
| All | +616.9% | +868.9% | -252.0% | +273.6% |
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