+448.1%
RSG vs STLD
+779.4%
-331.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +0.3% | -9.7% | +10.0% | +1.6% |
| 30D | +13.8% | -4.5% | +18.3% | +14.3% |
| 3M | +15.4% | -13.1% | +28.5% | +17.2% |
| 6M | +24.1% | -2.8% | +26.9% | +23.7% |
| YTD | +17.8% | +35.3% | -17.5% | +11.3% |
| 1Y | +21.5% | +51.4% | -29.9% | +12.7% |
| 3Y | +63.3% | +117.9% | -54.6% | +39.8% |
| 5Y | +97.3% | +272.6% | -175.3% | +47.6% |
| 10Y | +448.1% | +782.2% | -334.1% | +229.8% |
| All | +448.1% | +779.4% | -331.3% | +229.8% |
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