+11.9%
IR vs STLD
+135.5%
-123.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | -2.8% | +3.1% | -6.0% | -4.1% |
| 30D | -15.1% | -9.0% | -6.1% | -12.2% |
| 3M | +6.1% | -12.4% | +18.4% | +11.0% |
| 6M | -16.8% | +25.5% | -42.3% | -25.5% |
| YTD | -3.5% | +43.6% | -47.2% | -18.5% |
| 1Y | -3.5% | +87.2% | -90.7% | -27.1% |
| All | +11.9% | +135.5% | -123.6% | -24.0% |
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