+358.2%
PSX vs STLD
+790.2%
-432.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +6.4% | +6.9% | -0.4% | +3.5% |
| 30D | -10.2% | -1.5% | -8.7% | -9.9% |
| 3M | +17.2% | -9.7% | +26.9% | +21.3% |
| 6M | +51.8% | +2.3% | +49.4% | +47.4% |
| YTD | +108.0% | +41.0% | +67.0% | +73.4% |
| 1Y | +96.1% | +51.8% | +44.3% | +58.1% |
| 3Y | +155.9% | +126.4% | +29.4% | +67.4% |
| 5Y | +306.9% | +285.7% | +21.2% | +90.8% |
| All | +358.2% | +790.2% | -432.1% | +28.0% |
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