+226.8%
LOW vs STLD
+1,072.4%
-845.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.4% | +2.7% | -2.3% | -0.5% |
| 30D | -10.1% | -8.4% | -1.7% | -8.1% |
| 3M | -2.9% | -9.9% | +7.0% | -0.5% |
| 6M | -19.4% | +33.0% | -52.4% | -27.1% |
| YTD | -15.4% | +42.6% | -58.0% | -25.5% |
| 1Y | -24.9% | +80.8% | -105.7% | -38.9% |
| 3Y | -7.8% | +143.4% | -151.2% | -33.7% |
| 5Y | +8.4% | +293.4% | -285.0% | -37.4% |
| 10Y | +226.8% | +1,080.4% | -853.6% | +17.2% |
| All | +226.8% | +1,072.4% | -845.6% | +17.2% |
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