+130.8%
SLB vs STLD
+292.4%
-161.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +0.8% | +3.1% | -2.3% | -0.4% |
| 30D | +15.8% | -9.0% | +24.8% | +19.6% |
| 3M | -0.3% | -12.4% | +12.0% | +4.3% |
| 6M | +21.3% | +25.5% | -4.2% | +10.1% |
| YTD | +52.3% | +43.6% | +8.7% | +30.9% |
| 1Y | +63.6% | +87.2% | -23.6% | +26.1% |
| 3Y | +3.8% | +135.2% | -131.5% | -28.0% |
| All | +130.8% | +292.4% | -161.6% | +36.1% |
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 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