+286.0%
PSX vs STLD
+286.3%
-0.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -2.0% |
| 7D | -7.8% | -4.7% | -3.2% | -6.5% |
| 30D | -9.9% | -0.9% | -8.9% | -9.8% |
| 3M | +16.9% | -11.9% | +28.8% | +20.7% |
| 6M | +48.0% | +0.9% | +47.1% | +45.7% |
| YTD | +98.3% | +40.4% | +57.9% | +74.2% |
| 1Y | +86.2% | +56.6% | +29.6% | +57.4% |
| 3Y | +144.0% | +125.5% | +18.5% | +81.0% |
| All | +286.0% | +286.3% | -0.3% | +146.7% |
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