+117.9%
STLD vs ARWR
+79.9%
+38.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.4% | +3.9% |
| 7D | -9.7% | -17.3% | +7.7% | -7.7% |
| 30D | -4.5% | -21.5% | +17.0% | -1.9% |
| 3M | -13.1% | -43.8% | +30.7% | -7.2% |
| 6M | -2.8% | -32.3% | +29.5% | +0.8% |
| YTD | +35.3% | -25.8% | +61.2% | +38.1% |
| 1Y | +51.4% | +25.5% | +25.9% | +44.5% |
| 3Y | +117.9% | +84.1% | +33.8% | +87.6% |
| All | +117.9% | +79.9% | +38.0% | +87.6% |
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