+66.2%
NDAQ vs STLD
+274.1%
-207.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.4% |
| 7D | +1.3% | +2.9% | -1.7% | +0.8% |
| 30D | +18.0% | -5.6% | +23.5% | +18.9% |
| 3M | +11.5% | -11.7% | +23.3% | +13.5% |
| 6M | +21.1% | -2.8% | +23.9% | +20.6% |
| YTD | +12.8% | +36.4% | -23.6% | +4.4% |
| 1Y | +25.7% | +50.0% | -24.3% | +14.0% |
| 3Y | +116.8% | +122.3% | -5.5% | +77.2% |
| All | +66.2% | +274.1% | -207.9% | +14.8% |
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