+325.3%
IR vs STLD
+696.1%
-370.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +3.7% | -11.1% | +14.8% | +9.0% |
| 30D | +7.4% | -4.8% | +12.2% | +9.6% |
| 3M | -5.9% | -14.6% | +8.6% | +0.1% |
| 6M | +5.6% | -7.4% | +13.0% | +7.6% |
| YTD | +4.8% | +32.6% | -27.7% | -9.4% |
| 1Y | +6.9% | +47.3% | -40.4% | -11.8% |
| 3Y | +27.6% | +107.5% | -80.0% | -12.7% |
| 5Y | +45.8% | +268.8% | -223.0% | -28.5% |
| All | +325.3% | +696.1% | -370.8% | +29.6% |
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 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