-51.6%
IT vs STLD
+105.6%
-157.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -16.9% | -11.1% | -5.8% | -15.4% |
| 30D | +2.3% | -4.8% | +7.1% | +3.0% |
| 3M | +2.9% | -14.6% | +17.4% | +5.2% |
| 6M | +25.9% | -7.4% | +33.3% | +26.7% |
| YTD | -24.6% | +32.6% | -57.2% | -30.1% |
| 1Y | -16.0% | +47.3% | -63.4% | -24.5% |
| 3Y | -51.6% | +107.5% | -159.1% | -59.4% |
| All | -51.6% | +105.6% | -157.2% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling