+87.9%
IT vs STLD
+790.2%
-702.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -3.7% | +6.9% | -10.5% | -5.5% |
| 30D | -3.1% | -1.5% | -1.6% | -2.9% |
| 3M | +6.3% | -9.7% | +16.0% | +8.6% |
| 6M | +24.8% | +2.3% | +22.4% | +22.3% |
| YTD | -24.4% | +41.0% | -65.4% | -33.6% |
| 1Y | -17.1% | +51.8% | -68.9% | -28.9% |
| 3Y | -53.6% | +126.4% | -180.1% | -65.9% |
| 5Y | -42.5% | +285.7% | -328.2% | -66.2% |
| All | +87.9% | +790.2% | -702.3% | -24.7% |
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