+337.2%
IR vs STLD
+746.8%
-409.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +4.3% | +6.9% | -2.6% | +1.2% |
| 30D | +8.1% | -1.5% | +9.5% | +8.6% |
| 3M | +0.7% | -9.7% | +10.4% | +4.5% |
| 6M | +16.6% | +2.3% | +14.3% | +13.7% |
| YTD | +7.8% | +41.0% | -33.2% | -9.3% |
| 1Y | +9.9% | +51.8% | -41.9% | -10.6% |
| 3Y | +25.2% | +126.4% | -101.2% | -17.6% |
| 5Y | +46.8% | +285.7% | -238.9% | -29.3% |
| All | +337.2% | +746.8% | -409.6% | +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