+99.9%
IT vs STLD
+868.9%
-769.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -16.9% | -11.1% | -5.8% | -14.1% |
| 30D | +2.3% | -4.8% | +7.1% | +3.5% |
| 3M | +2.9% | -14.6% | +17.4% | +6.7% |
| 6M | +25.9% | -7.4% | +33.3% | +26.9% |
| YTD | -24.6% | +32.6% | -57.2% | -32.6% |
| 1Y | -16.0% | +47.3% | -63.4% | -27.5% |
| 3Y | -51.6% | +107.5% | -159.1% | -63.5% |
| 5Y | -42.6% | +268.8% | -311.5% | -65.8% |
| All | +99.9% | +868.9% | -769.0% | -21.1% |
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