+65.4%
SLB vs STLD
+268.5%
-203.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.6% | +3.9% | -0.9% |
| 7D | -7.7% | -12.5% | +4.7% | -3.1% |
| 30D | -0.7% | -6.8% | +6.1% | +1.9% |
| 3M | 0.0% | -16.4% | +16.3% | +6.4% |
| 6M | -10.4% | -6.1% | -4.3% | -9.0% |
| YTD | +31.5% | +32.0% | -0.5% | +16.8% |
| 1Y | +39.1% | +45.5% | -6.4% | +19.0% |
| 3Y | -5.7% | +106.5% | -112.2% | -30.6% |
| 5Y | +65.4% | +267.2% | -201.7% | +5.1% |
| All | +65.4% | +268.5% | -203.0% | +5.1% |
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