+787.1%
STLD vs ARWR
+1,055.7%
-268.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +3.8% |
| 7D | -4.7% | -17.7% | +13.0% | -2.6% |
| 30D | -0.9% | -21.9% | +21.0% | +1.8% |
| 3M | -11.9% | -44.5% | +32.6% | -5.9% |
| 6M | +0.9% | -32.6% | +33.5% | +4.7% |
| YTD | +40.4% | -26.2% | +66.6% | +43.6% |
| 1Y | +56.6% | +23.0% | +33.6% | +49.8% |
| 3Y | +125.5% | +81.8% | +43.7% | +95.4% |
| 5Y | +292.8% | -36.0% | +328.9% | +268.1% |
| 10Y | +787.1% | +1,039.5% | -252.5% | +578.7% |
| All | +787.1% | +1,055.7% | -268.6% | +578.7% |
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