+158.0%
MAR vs STLD
+255.4%
-97.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +4.3% | -11.1% | +15.4% | +7.9% |
| 30D | +16.8% | -4.8% | +21.6% | +18.3% |
| 3M | +16.0% | -14.6% | +30.6% | +20.7% |
| 6M | +16.5% | -7.4% | +23.9% | +17.3% |
| YTD | +35.0% | +32.6% | +2.5% | +20.3% |
| 1Y | +49.4% | +47.3% | +2.0% | +28.5% |
| 3Y | +124.1% | +107.5% | +16.5% | +68.4% |
| All | +158.0% | +255.4% | -97.4% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling