+7.1%
LOW vs STLD
+274.1%
-267.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.8% |
| 7D | +1.4% | +2.9% | -1.5% | +0.8% |
| 30D | +21.7% | -5.6% | +27.3% | +22.9% |
| 3M | +5.0% | -11.7% | +16.7% | +7.3% |
| 6M | +4.6% | -2.8% | +7.4% | +4.0% |
| YTD | -3.5% | +36.4% | -39.9% | -12.1% |
| 1Y | +0.5% | +50.0% | -49.5% | -10.5% |
| 3Y | +24.8% | +122.3% | -97.5% | -1.2% |
| All | +7.1% | +274.1% | -267.0% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling