+1,147.3%
IBM vs STLD
+8,684.3%
-7,537.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -0.9% |
| 30D | +0.3% | -9.0% | +9.3% | +1.9% |
| 3M | -21.6% | -12.4% | -9.2% | -19.9% |
| 6M | -4.7% | +25.5% | -30.2% | -9.4% |
| YTD | -19.1% | +43.6% | -62.7% | -25.3% |
| 1Y | -2.5% | +87.2% | -89.7% | -14.7% |
| 3Y | +74.2% | +135.2% | -61.1% | +43.1% |
| 5Y | +113.1% | +290.9% | -177.7% | +53.8% |
| 10Y | +133.5% | +1,113.5% | -979.9% | +29.4% |
| All | +1,147.3% | +8,684.3% | -7,537.0% | +267.1% |
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