+686.6%
P vs STLD
+868.9%
-182.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.4% |
| 7D | -23.8% | -11.1% | -12.7% | -19.8% |
| 30D | -36.6% | -4.8% | -31.8% | -35.0% |
| 3M | +10.9% | -14.6% | +25.4% | +18.1% |
| 6M | +30.0% | -7.4% | +37.4% | +33.0% |
| YTD | +44.4% | +32.6% | +11.8% | +26.7% |
| 1Y | +3.9% | +47.3% | -43.4% | -13.0% |
| 3Y | +176.6% | +107.5% | +69.0% | +97.7% |
| 5Y | +249.3% | +268.8% | -19.6% | +85.7% |
| All | +686.6% | +868.9% | -182.3% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling