+2,489.8%
ICE vs STLD
+4,414.2%
-1,924.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +2.0% | -11.1% | +13.1% | +5.9% |
| 30D | +12.9% | -4.8% | +17.7% | +14.3% |
| 3M | +15.4% | -14.6% | +30.0% | +20.4% |
| 6M | +13.1% | -7.4% | +20.5% | +13.9% |
| YTD | +7.5% | +32.6% | -25.1% | -5.5% |
| 1Y | +18.3% | +47.3% | -29.0% | +0.2% |
| 3Y | +65.9% | +107.5% | -41.6% | +18.8% |
| 5Y | +35.2% | +268.8% | -233.6% | -26.3% |
| 10Y | +266.7% | +883.3% | -616.6% | +16.1% |
| All | +2,489.8% | +4,414.2% | -1,924.4% | +217.3% |
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