+17.5%
P vs STLD
+59.7%
-42.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -4.2% |
| 7D | -19.4% | -3.9% | -15.4% | -18.5% |
| 30D | -22.3% | -0.4% | -21.9% | -22.1% |
| 3M | +33.2% | -9.2% | +42.4% | +35.9% |
| 6M | +53.6% | +5.0% | +48.7% | +48.8% |
| YTD | +66.8% | +42.8% | +24.0% | +49.4% |
| 1Y | +17.5% | +60.1% | -42.5% | +0.6% |
| All | +17.5% | +59.7% | -42.1% | +0.6% |
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