+785.4%
MSCI vs STLD
+868.9%
-83.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | +2.8% | -11.1% | +14.0% | +5.8% |
| 30D | +15.4% | -4.8% | +20.2% | +16.6% |
| 3M | +13.4% | -14.6% | +28.0% | +17.2% |
| 6M | +10.9% | -7.4% | +18.3% | +11.5% |
| YTD | +13.0% | +32.6% | -19.6% | +2.4% |
| 1Y | +12.0% | +47.3% | -35.3% | -1.4% |
| 3Y | +34.1% | +107.5% | -73.4% | +4.0% |
| 5Y | +3.9% | +268.8% | -264.9% | -33.7% |
| All | +785.4% | +868.9% | -83.5% | +283.6% |
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