+302.5%
PSX vs STLD
+274.1%
+28.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +7.8% | +2.9% | +4.9% | +6.9% |
| 30D | -10.9% | -5.6% | -5.3% | -9.6% |
| 3M | +14.5% | -11.7% | +26.2% | +18.1% |
| 6M | +56.1% | -2.8% | +58.9% | +55.4% |
| YTD | +109.6% | +36.4% | +73.1% | +85.5% |
| 1Y | +95.5% | +50.0% | +45.5% | +67.5% |
| 3Y | +156.2% | +122.3% | +33.9% | +90.7% |
| All | +302.5% | +274.1% | +28.5% | +157.3% |
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