-48.0%
SE vs STLD
+58.4%
-106.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.7% |
| 7D | -7.7% | -0.5% | -7.3% | -7.7% |
| 30D | -22.8% | -0.1% | -22.8% | -22.8% |
| 3M | -43.7% | -9.2% | -34.6% | -43.5% |
| 6M | -12.8% | +1.8% | -14.6% | -13.9% |
| YTD | -42.0% | +42.1% | -84.1% | -45.7% |
| 1Y | -48.0% | +58.5% | -106.5% | -53.0% |
| All | -48.0% | +58.4% | -106.4% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling