+44.1%
IR vs STLD
+255.4%
-211.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +3.7% | -11.1% | +14.8% | +8.2% |
| 30D | +7.4% | -4.8% | +12.2% | +9.3% |
| 3M | -5.9% | -14.6% | +8.6% | -0.8% |
| 6M | +5.6% | -7.4% | +13.0% | +7.4% |
| YTD | +4.8% | +32.6% | -27.7% | -7.2% |
| 1Y | +6.9% | +47.3% | -40.4% | -9.0% |
| 3Y | +27.6% | +107.5% | -80.0% | -6.1% |
| All | +44.1% | +255.4% | -211.2% | -11.3% |
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