+32.8%
NET vs STLD
+89.3%
-56.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -7.0% | +3.1% | -10.1% | -7.3% |
| 30D | -4.8% | -9.0% | +4.2% | -4.3% |
| 3M | +3.8% | -12.4% | +16.2% | +4.8% |
| 6M | +50.0% | +25.5% | +24.5% | +48.0% |
| YTD | +41.5% | +43.6% | -2.1% | +36.7% |
| 1Y | +32.8% | +87.2% | -54.4% | +19.7% |
| All | +32.8% | +89.3% | -56.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling