-21.8%
IDXX vs STLD
+82.8%
-104.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -5.7% | -0.9% | -4.8% | -5.6% |
| 30D | -11.5% | -8.9% | -2.7% | -10.7% |
| 3M | -9.5% | -14.0% | +4.5% | -8.3% |
| 6M | -16.0% | +30.8% | -46.8% | -19.8% |
| YTD | -25.4% | +42.3% | -67.7% | -30.0% |
| 1Y | -21.8% | +81.1% | -102.9% | -31.5% |
| All | -21.8% | +82.8% | -104.6% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling