+122.3%
STLD vs ARWR
+79.8%
+42.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.4% |
| 7D | +2.9% | -17.8% | +20.8% | +5.1% |
| 30D | -5.6% | -18.1% | +12.6% | -3.5% |
| 3M | -11.7% | -44.2% | +32.4% | -5.7% |
| 6M | -2.8% | -38.6% | +35.9% | +2.1% |
| YTD | +36.4% | -28.0% | +64.5% | +39.7% |
| 1Y | +50.0% | +16.1% | +33.9% | +44.5% |
| 3Y | +122.3% | +84.0% | +38.3% | +92.7% |
| All | +122.3% | +79.8% | +42.5% | +92.7% |
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 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