+557.5%
P vs STLD
+1,541.4%
-983.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -3.8% |
| 7D | -19.4% | -3.9% | -15.4% | -18.1% |
| 30D | -22.3% | -0.4% | -21.9% | -22.2% |
| 3M | +33.2% | -9.2% | +42.4% | +37.8% |
| 6M | +53.6% | +5.0% | +48.7% | +48.8% |
| YTD | +66.8% | +42.8% | +24.0% | +41.8% |
| 1Y | +17.5% | +60.1% | -42.5% | -4.9% |
| 3Y | +219.7% | +123.5% | +96.3% | +122.3% |
| 5Y | +307.8% | +302.0% | +5.7% | +111.5% |
| 10Y | +855.3% | +959.3% | -104.0% | +191.2% |
| All | +557.5% | +1,541.4% | -983.9% | +79.1% |
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