+10,219.7%
STLD vs A
+546.2%
+9,673.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.2% |
| 7D | -11.1% | -0.1% | -11.1% | -11.1% |
| 30D | -4.8% | +3.4% | -8.1% | -6.0% |
| 3M | -14.6% | +23.8% | -38.4% | -21.7% |
| 6M | -7.4% | +49.0% | -56.4% | -21.8% |
| YTD | +32.6% | +29.4% | +3.2% | +17.8% |
| 1Y | +47.3% | +19.4% | +27.9% | +34.9% |
| 3Y | +107.5% | +66.2% | +41.4% | +63.8% |
| 5Y | +268.8% | +15.8% | +253.0% | +230.1% |
| 10Y | +883.3% | +326.1% | +557.2% | +435.4% |
| All | +10,219.7% | +546.2% | +9,673.5% | +3,979.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling