+22.8%
LOW vs STLD
+105.6%
-82.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | +7.4% | -11.1% | +18.5% | +9.8% |
| 30D | +24.5% | -4.8% | +29.3% | +25.3% |
| 3M | +3.5% | -14.6% | +18.0% | +6.3% |
| 6M | -2.6% | -7.4% | +4.8% | -2.2% |
| YTD | -4.8% | +32.6% | -37.4% | -13.2% |
| 1Y | -0.8% | +47.3% | -48.1% | -11.8% |
| 3Y | +22.8% | +107.5% | -84.7% | -2.4% |
| All | +22.8% | +105.6% | -82.8% | -2.4% |
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