+46.7%
REGN vs STLD
+89.3%
-42.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +4.2% | +3.1% | +1.1% | +3.7% |
| 30D | +7.8% | -9.0% | +16.8% | +9.5% |
| 3M | +31.8% | -12.4% | +44.2% | +35.2% |
| 6M | +5.4% | +25.5% | -20.1% | -2.3% |
| YTD | +7.7% | +43.6% | -36.0% | -3.2% |
| 1Y | +46.7% | +87.2% | -40.5% | +22.1% |
| All | +46.7% | +89.3% | -42.6% | +22.1% |
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