+2,586.3%
NDAQ vs STLD
+8,566.0%
-5,979.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.0% | -0.4% |
| 7D | +1.2% | -12.5% | +13.6% | +5.0% |
| 30D | +15.8% | -6.8% | +22.6% | +17.9% |
| 3M | +13.4% | -16.4% | +29.7% | +18.5% |
| 6M | +20.9% | -6.1% | +27.0% | +21.2% |
| YTD | +11.1% | +32.0% | -20.9% | -0.2% |
| 1Y | +26.5% | +45.5% | -19.0% | +10.2% |
| 3Y | +121.5% | +106.5% | +15.0% | +68.5% |
| 5Y | +61.3% | +267.2% | -205.9% | -1.9% |
| 10Y | +480.0% | +878.9% | -398.9% | +127.5% |
| All | +2,586.3% | +8,566.0% | -5,979.7% | +454.9% |
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