+9.3%
SBUX vs STLD
+105.6%
-96.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +1.7% | -11.1% | +12.8% | +4.3% |
| 30D | +12.6% | -4.8% | +17.4% | +13.6% |
| 3M | +0.8% | -14.6% | +15.4% | +4.0% |
| 6M | +0.2% | -7.4% | +7.6% | +0.7% |
| YTD | +27.4% | +32.6% | -5.1% | +15.3% |
| 1Y | +31.5% | +47.3% | -15.9% | +15.4% |
| 3Y | +9.3% | +107.5% | -98.3% | -12.2% |
| All | +9.3% | +105.6% | -96.4% | -12.2% |
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 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