+77.0%
SO vs STLD
+255.4%
-178.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -1.5% | -11.1% | +9.7% | -1.3% |
| 30D | +8.1% | -4.8% | +12.9% | +8.1% |
| 3M | +0.2% | -14.6% | +14.8% | +0.4% |
| 6M | +0.4% | -7.4% | +7.8% | +0.4% |
| YTD | +8.5% | +32.6% | -24.1% | +7.8% |
| 1Y | +4.9% | +47.3% | -42.4% | +4.0% |
| 3Y | +47.9% | +107.5% | -59.6% | +43.8% |
| All | +77.0% | +255.4% | -178.4% | +63.8% |
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 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