-13.1%
SLB vs STLD
+761.4%
-774.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +3.2% |
| 7D | +3.5% | +2.9% | +0.6% | +1.8% |
| 30D | +6.5% | -5.6% | +12.1% | +9.4% |
| 3M | -0.2% | -11.7% | +11.5% | +5.4% |
| 6M | -5.7% | -2.8% | -2.9% | -5.9% |
| YTD | +36.8% | +36.4% | +0.4% | +12.8% |
| 1Y | +45.8% | +50.0% | -4.2% | +14.1% |
| 3Y | +3.4% | +122.3% | -119.0% | -37.8% |
| 5Y | +76.1% | +273.2% | -197.1% | -29.1% |
| All | -13.1% | +761.4% | -774.5% | -80.3% |
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