+769.0%
STLD vs ARWR
+1,009.4%
-240.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.3% |
| 7D | +6.9% | -17.9% | +24.8% | +9.2% |
| 30D | -1.5% | -18.9% | +17.4% | +0.8% |
| 3M | -9.7% | -46.0% | +36.3% | -3.3% |
| 6M | +2.3% | -40.3% | +42.7% | +7.7% |
| YTD | +41.0% | -29.0% | +70.0% | +44.8% |
| 1Y | +51.8% | +13.8% | +38.0% | +46.6% |
| 3Y | +126.4% | +74.9% | +51.5% | +97.1% |
| 5Y | +285.7% | -36.2% | +321.9% | +261.7% |
| All | +769.0% | +1,009.4% | -240.4% | +569.2% |
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