+6,402.6%
IDXX vs STLD
+8,620.8%
-2,218.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -4.6% | +2.7% | -7.2% | -5.1% |
| 30D | -11.3% | -8.4% | -2.9% | -10.0% |
| 3M | -7.3% | -9.9% | +2.6% | -5.9% |
| 6M | -14.5% | +33.0% | -47.5% | -19.5% |
| YTD | -23.1% | +42.6% | -65.7% | -28.8% |
| 1Y | -20.3% | +80.8% | -101.1% | -29.6% |
| 3Y | +11.7% | +143.4% | -131.7% | -8.1% |
| 5Y | -24.4% | +293.4% | -317.8% | -44.0% |
| 10Y | +355.5% | +1,080.4% | -724.9% | +158.8% |
| All | +6,402.6% | +8,620.8% | -2,218.2% | +1,787.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling