-68.1%
SE vs STLD
+292.4%
-360.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -6.1% | +3.1% | -9.2% | -7.1% |
| 30D | -2.5% | -9.0% | +6.5% | +0.3% |
| 3M | +21.7% | -12.4% | +34.1% | +26.1% |
| 6M | +27.0% | +25.5% | +1.5% | +14.5% |
| YTD | -12.1% | +43.6% | -55.8% | -25.1% |
| 1Y | -40.9% | +87.2% | -128.1% | -54.8% |
| 3Y | +191.0% | +135.2% | +55.8% | +92.3% |
| All | -68.1% | +292.4% | -360.5% | -84.0% |
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 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