+124.5%
MAR vs STLD
+104.7%
+19.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.6% | +5.8% | +0.3% |
| 7D | +4.4% | -12.5% | +16.9% | +8.2% |
| 30D | +15.5% | -6.8% | +22.3% | +17.6% |
| 3M | +15.7% | -16.4% | +32.1% | +21.1% |
| 6M | +18.2% | -6.1% | +24.3% | +18.3% |
| YTD | +35.3% | +32.0% | +3.3% | +19.4% |
| 1Y | +48.6% | +45.5% | +3.1% | +26.8% |
| All | +124.5% | +104.7% | +19.8% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling