+2,327.9%
NDAQ vs STLD
+9,331.0%
-7,003.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.4% |
| 7D | -2.4% | +3.1% | -5.6% | -3.4% |
| 30D | +2.5% | -9.0% | +11.4% | +4.9% |
| 3M | +9.9% | -12.4% | +22.3% | +13.3% |
| 6M | +9.4% | +25.5% | -16.1% | +0.8% |
| YTD | +0.4% | +43.6% | -43.2% | -11.6% |
| 1Y | +4.0% | +87.2% | -83.2% | -15.8% |
| 3Y | +94.4% | +135.2% | -40.8% | +42.5% |
| 5Y | +56.7% | +290.9% | -234.2% | -6.4% |
| 10Y | +375.3% | +1,113.5% | -738.2% | +74.3% |
| All | +2,327.9% | +9,331.0% | -7,003.1% | +391.5% |
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