+426.1%
RSG vs STLD
+1,091.0%
-664.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.7% | +2.7% | -3.4% | -1.1% |
| 30D | +3.3% | -8.4% | +11.7% | +4.4% |
| 3M | +8.5% | -9.9% | +18.3% | +9.7% |
| 6M | -3.5% | +33.0% | -36.6% | -8.1% |
| YTD | +5.5% | +42.6% | -37.1% | -0.8% |
| 1Y | -1.7% | +80.8% | -82.5% | -11.2% |
| 3Y | +56.9% | +143.4% | -86.5% | +32.1% |
| 5Y | +89.4% | +293.4% | -204.0% | +40.8% |
| All | +426.1% | +1,091.0% | -664.9% | +192.7% |
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