+261.5%
RF vs STLD
+8,634.8%
-8,373.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.6% |
| 7D | +2.3% | -3.9% | +6.2% | +3.7% |
| 30D | +7.2% | -0.4% | +7.6% | +7.2% |
| 3M | -8.2% | -9.2% | +1.0% | -5.6% |
| 6M | +7.0% | +5.0% | +2.1% | +3.8% |
| YTD | +10.3% | +42.8% | -32.5% | -4.7% |
| 1Y | +25.1% | +60.1% | -35.0% | +3.7% |
| 3Y | +110.3% | +123.5% | -13.2% | +51.9% |
| 5Y | +47.1% | +302.0% | -254.9% | -17.1% |
| 10Y | +297.9% | +959.3% | -661.3% | +58.5% |
| All | +261.5% | +8,634.8% | -8,373.2% | -19.4% |
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