+289.5%
SLB vs STLD
+8,634.8%
-8,345.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | 0.0% |
| 7D | -4.1% | -3.9% | -0.1% | -2.7% |
| 30D | +2.5% | -0.4% | +2.9% | +2.7% |
| 3M | +2.0% | -9.2% | +11.2% | +5.2% |
| 6M | -6.3% | +5.0% | -11.3% | -8.7% |
| YTD | +36.5% | +42.8% | -6.3% | +18.2% |
| 1Y | +46.2% | +60.1% | -13.8% | +21.3% |
| 3Y | -2.1% | +123.5% | -125.5% | -29.7% |
| 5Y | +73.7% | +302.0% | -228.3% | -3.5% |
| 10Y | -12.3% | +959.3% | -971.6% | -65.8% |
| All | +289.5% | +8,634.8% | -8,345.3% | -25.3% |
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 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