+782.2%
STLD vs ARWR
+921.6%
-139.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.4% | +3.9% |
| 7D | -9.7% | -17.3% | +7.7% | -7.8% |
| 30D | -4.5% | -21.5% | +17.0% | -2.0% |
| 3M | -13.1% | -43.8% | +30.7% | -7.4% |
| 6M | -2.8% | -32.3% | +29.5% | +0.8% |
| YTD | +35.3% | -25.8% | +61.2% | +38.3% |
| 1Y | +51.4% | +25.5% | +25.9% | +44.5% |
| 3Y | +117.9% | +84.1% | +33.8% | +88.5% |
| 5Y | +272.6% | -39.2% | +311.8% | +251.1% |
| 10Y | +782.2% | +1,072.4% | -290.2% | +575.0% |
| All | +782.2% | +921.6% | -139.4% | +575.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling