+424.7%
MAR vs STLD
+1,087.1%
-662.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -4.2% | +3.1% | -7.3% | -5.4% |
| 30D | -6.7% | -9.0% | +2.3% | -3.8% |
| 3M | -12.5% | -12.4% | -0.1% | -9.0% |
| 6M | +0.6% | +25.5% | -24.9% | -9.3% |
| YTD | +9.1% | +43.6% | -34.5% | -7.1% |
| 1Y | +26.2% | +87.2% | -61.0% | -3.6% |
| 3Y | +68.2% | +135.2% | -67.1% | +13.7% |
| 5Y | +163.9% | +290.9% | -127.0% | +35.8% |
| All | +424.7% | +1,087.1% | -662.4% | +61.5% |
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 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