+104.1%
IT vs STLD
+1,087.1%
-983.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.2% |
| 7D | -6.0% | +3.1% | -9.2% | -6.9% |
| 30D | 0.0% | -9.0% | +9.0% | +2.3% |
| 3M | +13.1% | -12.4% | +25.4% | +16.7% |
| 6M | +11.7% | +25.5% | -13.8% | +3.1% |
| YTD | -26.1% | +43.6% | -69.7% | -35.2% |
| 1Y | -21.3% | +87.2% | -108.4% | -36.5% |
| 3Y | -46.7% | +135.2% | -182.0% | -61.2% |
| 5Y | -40.5% | +290.9% | -331.4% | -65.0% |
| All | +104.1% | +1,087.1% | -983.0% | -25.0% |
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