+78.2%
O vs STLD
+779.4%
-701.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | +3.3% | -9.7% | +13.0% | +5.2% |
| 30D | +10.3% | -4.5% | +14.9% | +11.1% |
| 3M | -3.5% | -13.1% | +9.6% | -1.3% |
| 6M | -1.3% | -2.8% | +1.5% | -1.7% |
| YTD | +10.3% | +35.3% | -25.0% | +2.3% |
| 1Y | +10.4% | +51.4% | -41.0% | 0.0% |
| 3Y | +40.0% | +117.9% | -78.0% | +13.6% |
| 5Y | +12.4% | +272.6% | -260.2% | -23.8% |
| 10Y | +78.2% | +782.2% | -704.0% | -21.6% |
| All | +78.2% | +779.4% | -701.2% | -21.6% |
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