+22.6%
QQQ vs STLD
+84.3%
-61.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -1.3% | -3.6% | +2.4% | -0.6% |
| 30D | -1.4% | -10.1% | +8.7% | +0.4% |
| 3M | +2.3% | -11.4% | +13.7% | +4.2% |
| 6M | +16.9% | +30.8% | -13.9% | +8.9% |
| YTD | +15.6% | +40.7% | -25.0% | +5.6% |
| 1Y | +22.6% | +80.8% | -58.1% | +7.3% |
| All | +22.6% | +84.3% | -61.7% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling