+1,381.0%
NET vs STLD
+753.7%
+627.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.5% | -1.6% |
| 7D | -16.4% | -3.9% | -12.4% | -15.3% |
| 30D | -25.8% | -0.4% | -25.5% | -25.8% |
| 3M | -11.5% | -9.2% | -2.3% | -9.2% |
| 6M | +18.9% | +5.0% | +13.9% | +15.9% |
| YTD | +35.2% | +42.8% | -7.6% | +17.9% |
| 1Y | +14.5% | +60.1% | -45.6% | -4.1% |
| 3Y | +313.8% | +123.5% | +190.4% | +203.1% |
| 5Y | +32.6% | +302.0% | -269.5% | -15.8% |
| All | +1,381.0% | +753.7% | +627.3% | +726.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling