+166.7%
SOXX vs STLD
+274.1%
-107.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.4% | -2.2% |
| 7D | +9.4% | +2.9% | +6.4% | +8.0% |
| 30D | -13.8% | -5.6% | -8.2% | -11.2% |
| 3M | -18.6% | -11.7% | -6.9% | -14.2% |
| 6M | -15.1% | -2.8% | -12.3% | -14.9% |
| YTD | +49.0% | +36.4% | +12.5% | +27.8% |
| 1Y | +55.3% | +50.0% | +5.3% | +27.7% |
| 3Y | +179.0% | +122.3% | +56.7% | +90.4% |
| All | +166.7% | +274.1% | -107.3% | +45.4% |
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