+53.6%
P vs STLD
+5.3%
+48.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +35.0% |
| 6M | +53.6% | +5.0% | +48.7% | +48.7% |
| All | +53.6% | +5.3% | +48.3% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling