+334.4%
SLB vs STLD
+8,684.3%
-8,349.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.4% |
| 3M | -0.3% | -12.4% | +12.0% | +4.0% |
| 6M | +21.3% | +25.5% | -4.2% | +10.6% |
| YTD | +52.3% | +43.6% | +8.7% | +31.7% |
| 1Y | +63.6% | +87.2% | -23.6% | +27.7% |
| 3Y | +3.8% | +135.2% | -131.5% | -27.0% |
| 5Y | +128.6% | +290.9% | -162.2% | +28.3% |
| 10Y | -3.1% | +1,113.5% | -1,116.5% | -63.9% |
| All | +334.4% | +8,684.3% | -8,349.9% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling