+43.8%
IR vs STLD
+268.5%
-224.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | 0.0% |
| 7D | +2.3% | -12.5% | +14.8% | +7.3% |
| 30D | +3.3% | -6.8% | +10.2% | +6.0% |
| 3M | -9.0% | -16.4% | +7.3% | -3.3% |
| 6M | +8.0% | -6.1% | +14.1% | +9.3% |
| YTD | +3.4% | +32.0% | -28.6% | -8.4% |
| 1Y | +4.5% | +45.5% | -41.0% | -10.7% |
| 3Y | +25.6% | +106.5% | -80.9% | -7.4% |
| 5Y | +43.8% | +267.2% | -223.4% | -11.9% |
| All | +43.8% | +268.5% | -224.7% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling