+3,179.7%
MAR vs STLD
+7,447.1%
-4,267.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +1.8% | +6.9% | -5.1% | -0.3% |
| 30D | +14.3% | -1.5% | +15.8% | +14.6% |
| 3M | +20.0% | -9.7% | +29.7% | +22.9% |
| 6M | +21.7% | +2.3% | +19.4% | +19.2% |
| YTD | +37.7% | +41.0% | -3.3% | +21.5% |
| 1Y | +46.8% | +51.8% | -5.0% | +26.7% |
| 3Y | +121.0% | +126.4% | -5.4% | +65.1% |
| 5Y | +183.1% | +285.7% | -102.6% | +73.3% |
| 10Y | +532.4% | +792.7% | -260.3% | +184.0% |
| All | +3,179.7% | +7,447.1% | -4,267.4% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling