+76.2%
O vs STLD
+761.4%
-685.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -0.4% | +2.9% | -3.3% | -0.9% |
| 30D | +7.1% | -5.6% | +12.7% | +8.1% |
| 3M | -5.2% | -11.7% | +6.5% | -3.4% |
| 6M | -1.8% | -2.8% | +1.0% | -2.2% |
| YTD | +9.1% | +36.4% | -27.4% | +1.0% |
| 1Y | +9.7% | +50.0% | -40.3% | -0.5% |
| 3Y | +39.1% | +122.3% | -83.2% | +12.4% |
| 5Y | +8.4% | +273.2% | -264.9% | -26.6% |
| All | +76.2% | +761.4% | -685.2% | -21.4% |
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