+62.5%
SLB vs STLD
+255.4%
-192.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -7.1% | -11.1% | +4.0% | -3.0% |
| 30D | +4.1% | -4.8% | +8.9% | +5.9% |
| 3M | -2.6% | -14.6% | +11.9% | +2.8% |
| 6M | -8.6% | -7.4% | -1.1% | -6.6% |
| YTD | +32.2% | +32.6% | -0.4% | +17.3% |
| 1Y | +40.7% | +47.3% | -6.7% | +19.8% |
| 3Y | -4.5% | +107.5% | -112.1% | -29.8% |
| All | +62.5% | +255.4% | -192.9% | +5.0% |
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