+515.5%
MAR vs STLD
+779.4%
-263.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.6% |
| 7D | +0.2% | -9.7% | +9.9% | +3.9% |
| 30D | +14.0% | -4.5% | +18.6% | +15.7% |
| 3M | +18.1% | -13.1% | +31.2% | +23.3% |
| 6M | +18.6% | -2.8% | +21.3% | +17.5% |
| YTD | +35.3% | +35.3% | -0.1% | +16.9% |
| 1Y | +44.5% | +51.4% | -6.9% | +19.4% |
| 3Y | +120.7% | +117.9% | +2.8% | +52.7% |
| 5Y | +164.1% | +272.6% | -108.5% | +37.4% |
| 10Y | +515.5% | +782.2% | -266.7% | +93.0% |
| All | +515.5% | +779.4% | -263.9% | +93.0% |
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