+571.7%
QQQ vs STLD
+1,092.9%
-521.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.0% | -2.8% | +3.8% | +1.7% |
| 30D | -0.6% | -10.4% | +9.8% | +1.9% |
| 3M | +1.3% | -10.6% | +11.9% | +3.6% |
| 6M | +18.1% | +32.7% | -14.6% | +8.9% |
| YTD | +16.9% | +42.8% | -25.9% | +5.3% |
| 1Y | +24.0% | +86.9% | -63.0% | +3.9% |
| 3Y | +95.6% | +143.8% | -48.2% | +50.4% |
| 5Y | +94.5% | +293.5% | -199.0% | +28.4% |
| 10Y | +571.7% | +1,122.7% | -551.0% | +225.8% |
| All | +571.7% | +1,092.9% | -521.1% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling