+372.3%
SE vs STLD
+637.4%
-265.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -2.6% |
| 7D | 0.0% | -4.7% | +4.7% | +1.4% |
| 30D | -19.4% | -0.9% | -18.4% | -19.3% |
| 3M | -33.1% | -11.9% | -21.2% | -31.1% |
| 6M | -11.4% | +0.9% | -12.4% | -13.1% |
| YTD | -39.8% | +40.4% | -80.2% | -47.0% |
| 1Y | -50.5% | +56.6% | -107.0% | -57.9% |
| 3Y | +68.9% | +125.5% | -56.6% | +24.2% |
| 5Y | -77.1% | +292.8% | -369.9% | -85.8% |
| All | +372.3% | +637.4% | -265.1% | +133.0% |
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