+129.8%
STLD vs ARWR
+77.5%
+52.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 6M | +2.3% | -40.3% | +42.7% | +7.8% |
| YTD | +41.0% | -29.0% | +70.0% | +44.6% |
| 1Y | +51.8% | +13.8% | +38.0% | +46.6% |
| All | +129.8% | +77.5% | +52.3% | +99.5% |
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