+7.4%
IDXX vs STLD
+136.9%
-129.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -4.3% | -3.6% | -0.7% | -3.7% |
| 30D | -13.7% | -10.1% | -3.6% | -12.1% |
| 3M | -9.1% | -11.4% | +2.4% | -7.4% |
| 6M | -15.4% | +30.8% | -46.2% | -20.5% |
| YTD | -25.1% | +40.7% | -65.8% | -31.0% |
| 1Y | -20.6% | +80.8% | -101.4% | -31.0% |
| All | +7.4% | +136.9% | -129.5% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling