-17.3%
SLB vs STLD
+804.7%
-822.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -2.9% |
| 7D | -4.3% | -4.7% | +0.4% | -2.0% |
| 30D | +1.9% | -0.9% | +2.9% | +2.2% |
| 3M | -5.7% | -11.9% | +6.2% | -0.2% |
| 6M | -5.3% | +0.9% | -6.2% | -7.3% |
| YTD | +32.2% | +40.4% | -8.3% | +7.4% |
| 1Y | +38.5% | +56.6% | -18.1% | +5.9% |
| 3Y | +1.1% | +125.5% | -124.3% | -39.5% |
| 5Y | +70.3% | +292.8% | -222.6% | -33.4% |
| 10Y | -17.3% | +787.1% | -804.4% | -81.7% |
| All | -17.3% | +804.7% | -822.0% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling