+75.2%
SPY vs STLD
+291.0%
-215.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | -1.2% | -9.2% | +8.0% | +0.7% |
| 6M | +3.3% | +1.8% | +1.5% | +1.9% |
| YTD | +12.3% | +42.1% | -29.8% | +1.4% |
| 1Y | +12.4% | +58.5% | -46.1% | -1.3% |
| 3Y | +78.8% | +128.2% | -49.4% | +40.0% |
| 5Y | +75.2% | +288.2% | -213.1% | +15.9% |
| All | +75.2% | +291.0% | -215.8% | +15.9% |
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