+70.5%
NDAQ vs STLD
+289.0%
-218.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.8% |
| 7D | +2.9% | -4.7% | +7.5% | +3.6% |
| 30D | +17.5% | -0.9% | +18.4% | +17.5% |
| 3M | +15.4% | -11.9% | +27.3% | +17.5% |
| 6M | +24.6% | +0.9% | +23.7% | +23.3% |
| YTD | +14.4% | +40.4% | -26.0% | +5.4% |
| 1Y | +26.9% | +56.6% | -29.6% | +14.3% |
| 3Y | +119.8% | +125.5% | -5.7% | +79.5% |
| 5Y | +70.5% | +292.8% | -222.3% | +18.1% |
| All | +70.5% | +289.0% | -218.5% | +18.1% |
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 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