-46.2%
SE vs STLD
+46.8%
-93.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.3% |
| 7D | -0.5% | +2.9% | -3.4% | -0.7% |
| 30D | -20.9% | -5.6% | -15.4% | -20.8% |
| 3M | -38.9% | -11.7% | -27.2% | -38.6% |
| 6M | -19.4% | -2.8% | -16.6% | -20.1% |
| YTD | -40.9% | +36.4% | -77.4% | -44.1% |
| 1Y | -46.2% | +50.0% | -96.2% | -50.3% |
| All | -46.2% | +46.8% | -93.0% | -50.3% |
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