-78.0%
SE vs STLD
+255.4%
-333.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +2.0% | -11.1% | +13.1% | +6.1% |
| 30D | -20.0% | -4.8% | -15.2% | -18.8% |
| 3M | -31.8% | -14.6% | -17.2% | -28.5% |
| 6M | -15.9% | -7.4% | -8.5% | -15.3% |
| YTD | -40.6% | +32.6% | -73.2% | -48.6% |
| 1Y | -50.7% | +47.3% | -98.0% | -59.2% |
| 3Y | +70.3% | +107.5% | -37.2% | +15.4% |
| All | -78.0% | +255.4% | -333.4% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling