+2,862.1%
MSCI vs STLD
+1,379.4%
+1,482.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.4% | +6.3% |
| 7D | +11.5% | -3.9% | +15.4% | +12.8% |
| 30D | +22.1% | -0.4% | +22.5% | +21.9% |
| 3M | +18.4% | -9.2% | +27.6% | +21.0% |
| 6M | +16.6% | +5.0% | +11.7% | +13.0% |
| YTD | +18.8% | +42.8% | -24.0% | +3.6% |
| 1Y | +19.0% | +60.1% | -41.1% | -0.1% |
| 3Y | +40.7% | +123.5% | -82.7% | +2.5% |
| 5Y | +7.9% | +302.0% | -294.1% | -37.5% |
| 10Y | +848.9% | +959.3% | -110.4% | +251.4% |
| All | +2,862.1% | +1,379.4% | +1,482.6% | +679.8% |
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 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