+6,040.4%
LOW vs STLD
+8,684.3%
-2,643.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -1.7% | +3.1% | -4.9% | -2.5% |
| 30D | -7.0% | -9.0% | +1.9% | -5.3% |
| 3M | -0.9% | -12.4% | +11.5% | +1.6% |
| 6M | -20.1% | +25.5% | -45.6% | -24.9% |
| YTD | -13.9% | +43.6% | -57.5% | -21.8% |
| 1Y | -21.1% | +87.2% | -108.3% | -32.9% |
| 3Y | -6.6% | +135.2% | -141.9% | -26.1% |
| 5Y | +9.4% | +290.9% | -281.5% | -25.7% |
| 10Y | +220.5% | +1,113.5% | -893.0% | +59.8% |
| All | +6,040.4% | +8,684.3% | -2,643.9% | +1,473.5% |
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