+103.7%
SOXX vs STLD
+80.8%
+22.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | +3.0% | -3.6% | +6.7% | +4.5% |
| 30D | -3.1% | -10.1% | +7.0% | +1.1% |
| 3M | -4.4% | -11.4% | +7.0% | -0.2% |
| 6M | +52.9% | +30.8% | +22.1% | +31.9% |
| YTD | +72.0% | +40.7% | +31.3% | +42.3% |
| All | +103.7% | +80.8% | +22.9% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling