+303.7%
ROST vs STLD
+1,087.1%
-783.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.9% | +3.1% | -2.2% | -0.1% |
| 30D | -8.9% | -9.0% | +0.1% | -6.3% |
| 3M | -0.8% | -12.4% | +11.5% | +2.8% |
| 6M | +8.5% | +25.5% | -17.0% | -0.6% |
| YTD | +28.6% | +43.6% | -15.0% | +12.1% |
| 1Y | +52.3% | +87.2% | -34.9% | +20.9% |
| 3Y | +94.8% | +135.2% | -40.4% | +37.0% |
| 5Y | +110.8% | +290.9% | -180.1% | +14.8% |
| All | +303.7% | +1,087.1% | -783.4% | +39.1% |
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 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