+2,901.7%
O vs STLD
+7,971.8%
-5,070.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.1% | +2.0% |
| 7D | +4.5% | -12.5% | +17.0% | +7.3% |
| 30D | +10.2% | -6.8% | +17.0% | +11.6% |
| 3M | -3.8% | -16.4% | +12.6% | -0.7% |
| 6M | -3.8% | -6.1% | +2.3% | -3.5% |
| YTD | +10.3% | +32.0% | -21.6% | +2.7% |
| 1Y | +11.9% | +45.5% | -33.6% | +1.9% |
| 3Y | +38.1% | +106.5% | -68.4% | +13.7% |
| 5Y | +11.1% | +267.2% | -256.1% | -22.0% |
| 10Y | +72.7% | +878.9% | -806.1% | -8.5% |
| All | +2,901.7% | +7,971.8% | -5,070.1% | +885.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling