+292.5%
LOW vs STLD
+790.2%
-497.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.1% | +6.9% | -6.8% | -1.9% |
| 30D | +21.3% | -1.5% | +22.7% | +21.4% |
| 3M | +6.0% | -9.7% | +15.7% | +8.4% |
| 6M | +2.6% | +2.3% | +0.3% | +0.3% |
| YTD | -3.6% | +41.0% | -44.6% | -15.3% |
| 1Y | -1.0% | +51.8% | -52.8% | -15.0% |
| 3Y | +24.2% | +126.4% | -102.3% | -9.2% |
| 5Y | +6.3% | +285.7% | -279.4% | -38.6% |
| All | +292.5% | +790.2% | -497.7% | +43.6% |
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