+65.1%
RSG vs STLD
+105.6%
-40.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.2% | -11.1% | +12.3% | +1.1% |
| 30D | +14.2% | -4.8% | +19.0% | +14.1% |
| 3M | +18.2% | -14.6% | +32.7% | +18.2% |
| 6M | +24.4% | -7.4% | +31.8% | +24.3% |
| YTD | +17.9% | +32.6% | -14.7% | +16.5% |
| 1Y | +22.3% | +47.3% | -25.0% | +20.4% |
| 3Y | +65.1% | +107.5% | -42.4% | +60.1% |
| All | +65.1% | +105.6% | -40.5% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling