+278.8%
RF vs STLD
+8,684.3%
-8,405.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +1.3% | +3.1% | -1.8% | +0.2% |
| 30D | -3.6% | -9.0% | +5.4% | -0.6% |
| 3M | +8.1% | -12.4% | +20.5% | +12.4% |
| 6M | +11.5% | +25.5% | -14.0% | +1.5% |
| YTD | +15.6% | +43.6% | -28.0% | 0.0% |
| 1Y | +15.7% | +87.2% | -71.5% | -9.3% |
| 3Y | +86.9% | +135.2% | -48.3% | +32.8% |
| 5Y | +89.8% | +290.9% | -201.1% | +8.1% |
| 10Y | +344.7% | +1,113.5% | -768.8% | +70.2% |
| All | +278.8% | +8,684.3% | -8,405.4% | -15.4% |
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