+288.2%
STLD vs ARWR
-36.3%
+324.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.5% | -19.9% | +19.5% | +2.3% |
| 30D | -0.1% | -18.7% | +18.7% | +2.5% |
| 3M | -9.2% | -44.7% | +35.5% | -2.1% |
| 6M | +1.8% | -36.5% | +38.3% | +6.9% |
| YTD | +42.1% | -25.7% | +67.8% | +45.4% |
| 1Y | +58.5% | +18.9% | +39.6% | +51.3% |
| 3Y | +128.2% | +83.1% | +45.1% | +91.3% |
| 5Y | +288.2% | -34.9% | +323.1% | +224.0% |
| All | +288.2% | -36.3% | +324.5% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling