+139.9%
IBM vs STLD
+804.7%
-664.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.5% |
| 7D | -2.2% | -4.7% | +2.5% | -1.2% |
| 30D | +7.7% | -0.9% | +8.6% | +7.7% |
| 3M | +3.5% | -11.9% | +15.4% | +6.1% |
| 6M | +7.2% | +0.9% | +6.3% | +6.1% |
| YTD | -15.8% | +40.4% | -56.2% | -23.6% |
| 1Y | -19.3% | +56.6% | -75.9% | -28.8% |
| 3Y | +78.0% | +125.5% | -47.5% | +39.4% |
| 5Y | +143.0% | +292.8% | -149.8% | +55.2% |
| 10Y | +139.9% | +787.1% | -647.1% | +16.3% |
| All | +139.9% | +804.7% | -664.8% | +16.3% |
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