+63.7%
SE vs STLD
+119.8%
-56.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.7% |
| 7D | -0.5% | +2.9% | -3.4% | -1.1% |
| 30D | -20.9% | -5.6% | -15.4% | -20.2% |
| 3M | -38.9% | -11.7% | -27.2% | -37.6% |
| 6M | -19.4% | -2.8% | -16.6% | -20.0% |
| YTD | -40.9% | +36.4% | -77.4% | -46.5% |
| 1Y | -46.2% | +50.0% | -96.2% | -52.5% |
| 3Y | +63.7% | +122.3% | -58.6% | +61.7% |
| All | +63.7% | +119.8% | -56.1% | +61.7% |
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