+149.9%
IBM vs STLD
+779.4%
-629.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -2.5% | -9.7% | +7.1% | -0.2% |
| 30D | +8.4% | -4.5% | +12.9% | +9.4% |
| 3M | +4.5% | -13.1% | +17.6% | +7.5% |
| 6M | +7.9% | -2.8% | +10.6% | +7.8% |
| YTD | -15.2% | +35.3% | -50.6% | -22.4% |
| 1Y | -17.6% | +51.4% | -69.0% | -26.7% |
| 3Y | +82.1% | +117.9% | -35.9% | +43.6% |
| 5Y | +143.3% | +272.6% | -129.3% | +57.3% |
| 10Y | +149.9% | +782.2% | -632.3% | +19.7% |
| All | +149.9% | +779.4% | -629.5% | +19.7% |
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 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