-93.3%
OPEN vs STLD
+269.6%
-362.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.4% |
| 7D | -21.7% | -9.7% | -12.0% | -17.3% |
| 30D | -36.5% | -4.5% | -31.9% | -35.2% |
| 3M | -59.5% | -13.1% | -46.5% | -57.0% |
| 6M | -71.9% | -2.8% | -69.1% | -72.5% |
| YTD | -75.8% | +35.3% | -111.2% | -81.0% |
| 1Y | -78.5% | +51.4% | -129.9% | -84.3% |
| 3Y | -30.2% | +117.9% | -148.1% | -61.2% |
| 5Y | -93.3% | +272.6% | -365.9% | -97.1% |
| All | -93.3% | +269.6% | -362.9% | -97.1% |
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