+12.1%
O vs STLD
+289.0%
-276.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.3% |
| 7D | +3.5% | -4.7% | +8.2% | +3.9% |
| 30D | +10.4% | -0.9% | +11.4% | +10.4% |
| 3M | -2.4% | -11.9% | +9.5% | -1.5% |
| 6M | -1.2% | +0.9% | -2.1% | -1.7% |
| YTD | +10.4% | +40.4% | -30.0% | +6.0% |
| 1Y | +11.4% | +56.6% | -45.1% | +5.7% |
| 3Y | +40.4% | +125.5% | -85.1% | +25.3% |
| 5Y | +12.1% | +292.8% | -280.7% | -9.7% |
| All | +12.1% | +289.0% | -276.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling