+2,229.1%
RSG vs STLD
+9,945.7%
-7,716.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.2% | -11.1% | +12.3% | +3.1% |
| 30D | +14.2% | -4.8% | +19.0% | +14.9% |
| 3M | +18.2% | -14.6% | +32.7% | +20.8% |
| 6M | +24.4% | -7.4% | +31.8% | +24.9% |
| YTD | +17.9% | +32.6% | -14.7% | +10.7% |
| 1Y | +22.3% | +47.3% | -25.0% | +12.7% |
| 3Y | +65.1% | +107.5% | -42.4% | +40.0% |
| 5Y | +97.9% | +268.8% | -170.9% | +46.7% |
| 10Y | +464.6% | +883.3% | -418.7% | +228.1% |
| All | +2,229.1% | +9,945.7% | -7,716.7% | +617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling