+83.0%
PL vs STLD
+399.3%
-316.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.6% |
| 7D | -9.3% | +3.1% | -12.5% | -10.5% |
| 30D | -18.9% | -9.0% | -9.9% | -15.9% |
| 3M | -58.4% | -12.4% | -46.0% | -56.2% |
| 6M | -30.3% | +25.5% | -55.8% | -37.1% |
| YTD | -8.1% | +43.6% | -51.7% | -22.3% |
| 1Y | +180.5% | +87.2% | +93.3% | +110.5% |
| 3Y | +444.1% | +135.2% | +308.9% | +273.0% |
| 5Y | +83.0% | +290.9% | -207.8% | +5.1% |
| All | +83.0% | +399.3% | -316.3% | +4.9% |
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