+82.5%
O vs STLD
+802.0%
-719.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +9.4% | -0.1% | +9.5% | +9.2% |
| 3M | -2.4% | -9.2% | +6.8% | -1.1% |
| 6M | -1.9% | +1.8% | -3.6% | -3.1% |
| YTD | +10.5% | +42.1% | -31.7% | +1.5% |
| 1Y | +10.0% | +58.5% | -48.6% | -1.3% |
| 3Y | +40.5% | +128.2% | -87.8% | +13.0% |
| 5Y | +10.2% | +288.2% | -278.0% | -25.9% |
| 10Y | +82.5% | +799.8% | -717.3% | -20.1% |
| All | +82.5% | +802.0% | -719.6% | -20.1% |
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