+589.4%
SE vs STLD
+654.2%
-64.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -6.1% | +3.1% | -9.2% | -7.0% |
| 30D | -2.5% | -9.0% | +6.5% | -0.1% |
| 3M | +21.7% | -12.4% | +34.1% | +25.4% |
| 6M | +27.0% | +25.5% | +1.5% | +16.7% |
| YTD | -12.1% | +43.6% | -55.8% | -22.9% |
| 1Y | -40.9% | +87.2% | -128.1% | -52.5% |
| 3Y | +191.0% | +135.2% | +55.8% | +111.7% |
| 5Y | -68.3% | +290.9% | -359.2% | -80.4% |
| All | +589.4% | +654.2% | -64.8% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling