+258.8%
STLD vs ARWR
-28.9%
+287.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | -11.1% | -2.9% | -8.2% | -10.7% |
| 30D | -4.8% | -5.4% | +0.6% | -4.1% |
| 3M | -14.6% | -32.2% | +17.7% | -10.2% |
| 6M | -7.4% | -26.5% | +19.1% | -4.4% |
| YTD | +32.6% | -12.4% | +45.0% | +33.0% |
| 1Y | +47.3% | +46.9% | +0.5% | +37.0% |
| 3Y | +107.5% | +116.0% | -8.4% | +70.5% |
| All | +258.8% | -28.9% | +287.7% | +198.4% |
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 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