+23.7%
MAR vs STLD
+80.8%
-57.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -1.7% | +2.7% | -4.4% | -2.3% |
| 30D | -6.9% | -8.4% | +1.5% | -5.3% |
| 3M | -15.8% | -9.9% | -6.0% | -14.2% |
| 6M | +1.9% | +33.0% | -31.1% | -7.7% |
| YTD | +6.6% | +42.6% | -36.0% | -6.3% |
| 1Y | +23.7% | +80.8% | -57.1% | +1.5% |
| All | +23.7% | +80.8% | -57.2% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling