+2,316.3%
ICE vs STLD
+4,790.5%
-2,474.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -0.7% | +3.1% | -3.8% | -1.8% |
| 30D | +7.6% | -9.0% | +16.6% | +10.6% |
| 3M | +13.9% | -12.4% | +26.3% | +17.9% |
| 6M | -2.4% | +25.5% | -27.9% | -11.3% |
| YTD | +0.3% | +43.6% | -43.4% | -13.7% |
| 1Y | -6.4% | +87.2% | -93.6% | -26.9% |
| 3Y | +43.1% | +135.2% | -92.1% | -1.6% |
| 5Y | +42.1% | +290.9% | -248.8% | -23.9% |
| 10Y | +220.9% | +1,113.5% | -892.5% | -6.1% |
| All | +2,316.3% | +4,790.5% | -2,474.3% | +189.9% |
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