+151.7%
GOOGL vs STLD
+135.5%
+16.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.3% | +3.1% | -5.4% | -2.8% |
| 30D | -6.6% | -9.0% | +2.4% | -5.1% |
| 3M | -8.9% | -12.4% | +3.4% | -7.0% |
| 6M | +11.9% | +25.5% | -13.6% | +5.9% |
| YTD | +8.3% | +43.6% | -35.3% | -0.5% |
| 1Y | +46.2% | +87.2% | -41.0% | +26.5% |
| All | +151.7% | +135.5% | +16.1% | +103.2% |
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 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