+277.8%
PSX vs STLD
+255.4%
+22.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -13.1% | -11.1% | -2.0% | -10.1% |
| 30D | -9.5% | -4.8% | -4.8% | -8.4% |
| 3M | +20.2% | -14.6% | +34.7% | +25.2% |
| 6M | +44.9% | -7.4% | +52.3% | +46.4% |
| YTD | +94.4% | +32.6% | +61.8% | +73.6% |
| 1Y | +83.1% | +47.3% | +35.7% | +57.6% |
| 3Y | +132.2% | +107.5% | +24.6% | +76.4% |
| All | +277.8% | +255.4% | +22.4% | +146.5% |
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