+1,112.1%
PSX vs STLD
+2,348.8%
-1,236.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +4.5% | +3.1% | +1.4% | +3.2% |
| 30D | +26.6% | -9.0% | +35.6% | +30.9% |
| 3M | +39.3% | -12.4% | +51.6% | +45.2% |
| 6M | +56.8% | +25.5% | +31.3% | +39.7% |
| YTD | +101.8% | +43.6% | +58.2% | +69.3% |
| 1Y | +99.6% | +87.2% | +12.4% | +48.7% |
| 3Y | +140.3% | +135.2% | +5.1% | +58.9% |
| 5Y | +339.3% | +290.9% | +48.5% | +117.6% |
| 10Y | +369.9% | +1,113.5% | -743.6% | +32.1% |
| All | +1,112.1% | +2,348.8% | -1,236.7% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling