+139.1%
STLD vs ARWR
+211.2%
-72.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | +1.7% | +1.5% | +2.9% |
| 30D | -9.0% | -0.7% | -8.3% | -8.9% |
| 3M | -12.4% | +14.9% | -27.2% | -14.3% |
| 6M | +25.5% | +32.6% | -7.1% | +19.9% |
| YTD | +43.6% | +30.0% | +13.6% | +37.3% |
| 1Y | +87.2% | +208.4% | -121.2% | +59.7% |
| All | +139.1% | +211.2% | -72.2% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling