+546.0%
RMBS vs STLD
+1,072.4%
-526.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +3.0% | +2.7% | +0.3% | +1.7% |
| 30D | -14.4% | -8.4% | -6.0% | -11.5% |
| 3M | -42.8% | -9.9% | -33.0% | -41.1% |
| 6M | -1.4% | +33.0% | -34.4% | -13.5% |
| YTD | -5.4% | +42.6% | -48.0% | -19.9% |
| 1Y | +18.6% | +80.8% | -62.2% | -8.9% |
| 3Y | +57.3% | +143.4% | -86.2% | +8.1% |
| 5Y | +265.7% | +293.4% | -27.7% | +103.1% |
| 10Y | +546.0% | +1,080.4% | -534.4% | +121.6% |
| All | +546.0% | +1,072.4% | -526.4% | +121.6% |
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