+167.1%
P vs STLD
+104.7%
+62.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.6% | -8.8% | -13.1% |
| 7D | -31.9% | -12.5% | -19.4% | -27.6% |
| 30D | -36.5% | -6.8% | -29.7% | -34.2% |
| 3M | +11.6% | -16.4% | +28.0% | +20.4% |
| 6M | +25.2% | -6.1% | +31.3% | +27.3% |
| YTD | +39.4% | +32.0% | +7.5% | +20.4% |
| 1Y | -3.7% | +45.5% | -49.2% | -21.0% |
| All | +167.1% | +104.7% | +62.4% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling