+259.6%
ICE vs STLD
+868.9%
-609.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +2.0% | -11.1% | +13.1% | +4.1% |
| 30D | +12.9% | -4.8% | +17.7% | +13.7% |
| 3M | +15.4% | -14.6% | +30.0% | +18.1% |
| 6M | +13.1% | -7.4% | +20.5% | +13.6% |
| YTD | +7.5% | +32.6% | -25.1% | +0.1% |
| 1Y | +18.3% | +47.3% | -29.0% | +7.9% |
| 3Y | +65.9% | +107.5% | -41.6% | +37.4% |
| 5Y | +35.2% | +268.8% | -233.6% | -4.4% |
| All | +259.6% | +868.9% | -609.3% | +70.0% |
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