+2,960.1%
O vs STLD
+8,684.3%
-5,724.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.7% | +3.1% | -3.9% | -1.4% |
| 30D | -1.9% | -9.0% | +7.1% | -0.2% |
| 3M | +3.8% | -12.4% | +16.2% | +6.1% |
| 6M | -4.7% | +25.5% | -30.3% | -9.9% |
| YTD | +12.5% | +43.6% | -31.1% | +3.2% |
| 1Y | +10.8% | +87.2% | -76.4% | -4.1% |
| 3Y | +28.8% | +135.2% | -106.5% | +3.4% |
| 5Y | +13.2% | +290.9% | -277.7% | -21.4% |
| 10Y | +53.5% | +1,113.5% | -1,060.0% | -22.0% |
| All | +2,960.1% | +8,684.3% | -5,724.2% | +890.8% |
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