+138.2%
IBM vs STLD
+255.4%
-117.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | -11.1% | +6.2% | -3.2% |
| 30D | +11.1% | -4.8% | +15.9% | +11.9% |
| 3M | +5.7% | -14.6% | +20.3% | +8.1% |
| 6M | +10.1% | -7.4% | +17.5% | +11.0% |
| YTD | -15.6% | +32.6% | -48.2% | -20.1% |
| 1Y | -19.5% | +47.3% | -66.9% | -25.2% |
| 3Y | +80.4% | +107.5% | -27.1% | +55.9% |
| All | +138.2% | +255.4% | -117.2% | +82.2% |
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