+120.7%
GOOGL vs STLD
+105.6%
+15.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.8% | -11.1% | +12.9% | +3.7% |
| 30D | -18.8% | -4.8% | -14.0% | -18.2% |
| 3M | -20.3% | -14.6% | -5.8% | -18.5% |
| 6M | -28.4% | -7.4% | -21.0% | -28.1% |
| YTD | -8.8% | +32.6% | -41.4% | -15.3% |
| 1Y | +0.3% | +47.3% | -47.1% | -8.9% |
| 3Y | +120.7% | +107.5% | +13.2% | +90.5% |
| All | +120.7% | +105.6% | +15.1% | +90.5% |
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 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