+136.8%
GOOGL vs STLD
+292.4%
-155.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.3% | +3.1% | -5.4% | -2.9% |
| 30D | -6.6% | -9.0% | +2.4% | -4.9% |
| 3M | -8.9% | -12.4% | +3.4% | -6.8% |
| 6M | +11.9% | +25.5% | -13.6% | +5.5% |
| YTD | +8.3% | +43.6% | -35.3% | -1.2% |
| 1Y | +46.2% | +87.2% | -41.0% | +25.2% |
| 3Y | +151.9% | +135.2% | +16.6% | +99.9% |
| All | +136.8% | +292.4% | -155.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling