+149.6%
IBM vs STLD
+868.9%
-719.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -5.0% | -11.1% | +6.2% | -2.4% |
| 30D | +11.1% | -4.8% | +15.9% | +12.3% |
| 3M | +5.7% | -14.6% | +20.3% | +9.2% |
| 6M | +10.1% | -7.4% | +17.5% | +11.3% |
| YTD | -15.6% | +32.6% | -48.2% | -22.3% |
| 1Y | -19.5% | +47.3% | -66.9% | -27.9% |
| 3Y | +80.4% | +107.5% | -27.1% | +44.4% |
| 5Y | +140.0% | +268.8% | -128.8% | +56.1% |
| All | +149.6% | +868.9% | -719.3% | +21.4% |
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