+90.9%
IT vs STLD
+802.0%
-711.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.8% |
| 7D | -6.8% | -0.5% | -6.4% | -6.8% |
| 30D | -0.6% | -0.1% | -0.5% | -0.8% |
| 3M | +3.1% | -9.2% | +12.2% | +5.0% |
| 6M | +25.5% | +1.8% | +23.7% | +23.3% |
| YTD | -23.5% | +42.1% | -65.6% | -33.0% |
| 1Y | -16.6% | +58.5% | -75.2% | -29.5% |
| 3Y | -53.1% | +128.2% | -181.3% | -65.6% |
| 5Y | -41.4% | +288.2% | -329.7% | -65.6% |
| 10Y | +90.9% | +799.8% | -708.9% | -24.0% |
| All | +90.9% | +802.0% | -711.1% | -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 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