+1,588.2%
PLTR vs STLD
+748.4%
+839.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -12.9% | -11.1% | -1.8% | -9.3% |
| 30D | -17.4% | -4.8% | -12.6% | -15.9% |
| 3M | +2.9% | -14.6% | +17.4% | +7.9% |
| 6M | +19.9% | -7.4% | +27.3% | +21.1% |
| YTD | -9.8% | +32.6% | -42.3% | -21.1% |
| 1Y | -8.4% | +47.3% | -55.7% | -23.1% |
| 3Y | +765.0% | +107.5% | +657.5% | +524.5% |
| 5Y | +516.8% | +268.8% | +248.0% | +272.4% |
| All | +1,588.2% | +748.4% | +839.8% | +771.1% |
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 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