+119.9%
NDAQ vs STLD
+105.6%
+14.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.8% | -11.1% | +12.0% | +2.2% |
| 30D | +16.5% | -4.8% | +21.3% | +17.0% |
| 3M | +13.5% | -14.6% | +28.0% | +15.5% |
| 6M | +20.9% | -7.4% | +28.3% | +21.3% |
| YTD | +11.4% | +32.6% | -21.2% | +4.3% |
| 1Y | +25.9% | +47.3% | -21.4% | +15.3% |
| 3Y | +119.9% | +107.5% | +12.3% | +88.1% |
| All | +119.9% | +105.6% | +14.2% | +88.1% |
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