+24.8%
PL vs STLD
+303.7%
-279.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -4.9% |
| 7D | -11.7% | -3.9% | -7.8% | -10.0% |
| 30D | -27.1% | -0.4% | -26.7% | -27.0% |
| 3M | -44.6% | -9.2% | -35.4% | -42.3% |
| 6M | -67.2% | +5.0% | -72.1% | -68.1% |
| YTD | -35.9% | +42.8% | -78.7% | -46.9% |
| 1Y | -0.4% | +60.1% | -60.5% | -22.1% |
| 3Y | +454.8% | +123.5% | +331.4% | +265.5% |
| 5Y | +24.8% | +302.0% | -277.3% | -39.8% |
| All | +24.8% | +303.7% | -279.0% | -39.8% |
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