+1,212.2%
IBM vs STLD
+7,971.8%
-6,759.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -1.4% |
| 7D | -4.3% | -12.5% | +8.2% | -1.9% |
| 30D | +11.7% | -6.8% | +18.5% | +13.1% |
| 3M | +5.5% | -16.4% | +21.9% | +8.8% |
| 6M | +9.5% | -6.1% | +15.6% | +10.1% |
| YTD | -14.9% | +32.0% | -46.8% | -20.2% |
| 1Y | -17.4% | +45.5% | -62.9% | -24.1% |
| 3Y | +83.3% | +106.5% | -23.2% | +54.4% |
| 5Y | +142.1% | +267.2% | -125.1% | +76.8% |
| 10Y | +157.2% | +878.9% | -721.7% | +48.1% |
| All | +1,212.2% | +7,971.8% | -6,759.6% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling