+11.1%
PL vs STLD
+268.5%
-257.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.6% | -2.5% | -6.5% |
| 7D | -20.5% | -12.5% | -8.1% | -15.2% |
| 30D | -38.8% | -6.8% | -31.9% | -36.5% |
| 3M | -49.1% | -16.4% | -32.8% | -44.8% |
| 6M | -69.4% | -6.1% | -63.3% | -68.5% |
| YTD | -42.3% | +32.0% | -74.3% | -50.3% |
| 1Y | -14.2% | +45.5% | -59.7% | -29.6% |
| 3Y | +398.7% | +106.5% | +292.2% | +241.7% |
| 5Y | +11.1% | +267.2% | -256.0% | -43.7% |
| All | +11.1% | +268.5% | -257.3% | -43.7% |
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 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