+497.2%
IT vs STLD
+8,684.3%
-8,187.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +13.1% | -12.4% | +25.4% | +16.4% |
| 6M | +11.7% | +25.5% | -13.8% | +3.8% |
| YTD | -26.1% | +43.6% | -69.7% | -34.3% |
| 1Y | -21.3% | +87.2% | -108.4% | -34.9% |
| 3Y | -46.7% | +135.2% | -182.0% | -59.6% |
| 5Y | -40.5% | +290.9% | -331.4% | -62.0% |
| 10Y | +103.9% | +1,113.5% | -1,009.6% | -10.0% |
| All | +497.2% | +8,684.3% | -8,187.1% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling