+26.8%
PL vs STLD
+360.9%
-334.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.2% |
| 7D | -6.8% | -11.1% | +4.3% | -1.8% |
| 30D | -29.3% | -4.8% | -24.5% | -27.6% |
| 3M | -44.8% | -14.6% | -30.2% | -41.0% |
| 6M | -68.4% | -7.4% | -61.0% | -67.4% |
| YTD | -36.4% | +32.6% | -68.9% | -44.3% |
| 1Y | +0.7% | +47.3% | -46.6% | -15.8% |
| 3Y | +455.3% | +107.5% | +347.8% | +300.3% |
| 5Y | +22.7% | +268.8% | -246.2% | -27.0% |
| All | +26.8% | +360.9% | -334.1% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling