+50.9%
STLD vs A
+23.5%
+27.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.5% |
| 7D | -9.7% | +4.8% | -14.4% | -10.4% |
| 30D | -4.5% | +5.6% | -10.2% | -5.5% |
| 3M | -13.1% | +23.6% | -36.7% | -16.5% |
| 6M | -2.8% | +56.4% | -59.1% | -11.7% |
| YTD | +35.3% | +33.4% | +1.9% | +26.0% |
| All | +50.9% | +23.5% | +27.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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