+2,514.3%
SOXX vs STLD
+12,667.9%
-10,153.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +2.2% | +3.1% | -0.9% | +1.0% |
| 30D | -2.0% | -9.0% | +6.9% | +0.8% |
| 3M | -13.7% | -12.4% | -1.3% | -10.5% |
| 6M | +52.4% | +25.5% | +26.9% | +40.0% |
| YTD | +72.8% | +43.6% | +29.2% | +51.1% |
| 1Y | +113.9% | +87.2% | +26.7% | +70.6% |
| 3Y | +210.7% | +135.2% | +75.5% | +126.9% |
| 5Y | +244.6% | +290.9% | -46.2% | +105.6% |
| 10Y | +1,468.0% | +1,113.5% | +354.6% | +493.5% |
| All | +2,514.3% | +12,667.9% | -10,153.5% | +176.8% |
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