+115.5%
IBM vs STLD
+292.4%
-176.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -0.3% | +3.1% | -3.4% | -0.8% |
| 30D | +0.3% | -9.0% | +9.3% | +1.6% |
| 3M | -21.6% | -12.4% | -9.2% | -20.1% |
| 6M | -4.7% | +25.5% | -30.2% | -8.5% |
| YTD | -19.1% | +43.6% | -62.7% | -24.3% |
| 1Y | -2.5% | +87.2% | -89.7% | -13.0% |
| 3Y | +74.2% | +135.2% | -61.1% | +47.3% |
| All | +115.5% | +292.4% | -176.9% | +63.4% |
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 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