+82.7%
O vs STLD
+804.7%
-722.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.6% |
| 7D | +3.5% | -4.7% | +8.2% | +4.4% |
| 30D | +10.4% | -0.9% | +11.4% | +10.4% |
| 3M | -2.4% | -11.9% | +9.5% | -0.5% |
| 6M | -1.2% | +0.9% | -2.1% | -2.3% |
| YTD | +10.4% | +40.4% | -30.0% | +1.6% |
| 1Y | +11.4% | +56.6% | -45.1% | +0.3% |
| 3Y | +40.4% | +125.5% | -85.1% | +13.2% |
| 5Y | +12.1% | +292.8% | -280.7% | -24.9% |
| 10Y | +82.7% | +787.1% | -704.3% | -19.9% |
| All | +82.7% | +804.7% | -722.0% | -19.9% |
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 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