+129.0%
INFY vs STLD
+761.4%
-632.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.3% |
| 30D | +7.1% | -5.6% | +12.6% | +7.9% |
| 3M | -1.0% | -11.7% | +10.8% | +0.9% |
| 6M | +5.9% | -2.8% | +8.6% | +5.5% |
| YTD | -29.5% | +36.4% | -66.0% | -35.0% |
| 1Y | -26.0% | +50.0% | -76.0% | -33.1% |
| 3Y | -19.4% | +122.3% | -141.7% | -34.4% |
| 5Y | -40.9% | +273.2% | -314.2% | -58.4% |
| All | +129.0% | +761.4% | -632.5% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling