+485.4%
P vs STLD
+1,550.7%
-1,065.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.0% |
| 7D | +6.5% | +3.1% | +3.4% | +5.1% |
| 30D | +18.8% | -9.0% | +27.8% | +22.8% |
| 3M | +26.7% | -12.4% | +39.1% | +32.3% |
| 6M | +62.2% | +25.5% | +36.7% | +45.9% |
| YTD | +48.5% | +43.6% | +4.9% | +26.0% |
| 1Y | +26.4% | +87.2% | -60.8% | -4.1% |
| 3Y | +159.4% | +135.2% | +24.2% | +76.5% |
| 5Y | +275.8% | +290.9% | -15.1% | +96.2% |
| 10Y | +732.0% | +1,113.5% | -381.4% | +142.4% |
| All | +485.4% | +1,550.7% | -1,065.3% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling