+132.2%
PSX vs STLD
+105.6%
+26.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -13.1% | -11.1% | -2.0% | -10.0% |
| 30D | -9.5% | -4.8% | -4.8% | -8.3% |
| 3M | +20.2% | -14.6% | +34.7% | +25.5% |
| 6M | +44.9% | -7.4% | +52.3% | +46.3% |
| YTD | +94.4% | +32.6% | +61.8% | +69.9% |
| 1Y | +83.1% | +47.3% | +35.7% | +52.7% |
| 3Y | +132.2% | +107.5% | +24.6% | +60.4% |
| All | +132.2% | +105.6% | +26.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling