+11.4%
O vs STLD
+50.3%
-39.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | +3.3% | -9.7% | +13.0% | +3.5% |
| 30D | +10.3% | -4.5% | +14.9% | +10.3% |
| 3M | -3.5% | -13.1% | +9.6% | -3.0% |
| 6M | -1.3% | -2.8% | +1.5% | -1.6% |
| YTD | +10.3% | +35.3% | -25.0% | +6.8% |
| All | +11.4% | +50.3% | -39.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling