+6,592.3%
IDXX vs STLD
+8,684.3%
-2,092.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -3.5% | +3.1% | -6.7% | -4.1% |
| 30D | -8.4% | -9.0% | +0.5% | -7.0% |
| 3M | -5.2% | -12.4% | +7.2% | -3.2% |
| 6M | -17.5% | +25.5% | -43.0% | -21.4% |
| YTD | -20.9% | +43.6% | -64.5% | -26.8% |
| 1Y | -16.4% | +87.2% | -103.6% | -26.6% |
| 3Y | +4.7% | +135.2% | -130.5% | -13.3% |
| 5Y | -22.2% | +290.9% | -313.1% | -42.4% |
| 10Y | +369.3% | +1,113.5% | -744.2% | +165.2% |
| All | +6,592.3% | +8,684.3% | -2,092.0% | +1,840.1% |
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