+237.3%
P vs STLD
+268.5%
-31.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -7.6% | -8.8% | -13.5% |
| 7D | -31.9% | -12.5% | -19.4% | -28.1% |
| 30D | -36.5% | -6.8% | -29.7% | -34.5% |
| 3M | +11.6% | -16.4% | +28.0% | +19.3% |
| 6M | +25.2% | -6.1% | +31.3% | +27.2% |
| YTD | +39.4% | +32.0% | +7.5% | +23.7% |
| 1Y | -3.7% | +45.5% | -49.2% | -18.0% |
| 3Y | +167.3% | +106.5% | +60.8% | +97.3% |
| 5Y | +237.3% | +267.2% | -29.8% | +90.4% |
| All | +237.3% | +268.5% | -31.1% | +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 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