+8,153.7%
STLD vs ARWR
-57.6%
+8,211.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +3.1% | +1.7% | +1.5% | +3.1% |
| 30D | -9.0% | -0.7% | -8.3% | -9.0% |
| 3M | -12.4% | +14.9% | -27.2% | -12.6% |
| 6M | +25.5% | +32.6% | -7.1% | +24.9% |
| YTD | +43.6% | +30.0% | +13.6% | +43.0% |
| 1Y | +87.2% | +208.4% | -121.2% | +84.1% |
| 3Y | +135.2% | +208.8% | -73.6% | +130.2% |
| 5Y | +290.9% | +27.8% | +263.1% | +285.2% |
| 10Y | +1,113.5% | +1,107.6% | +5.9% | +1,052.1% |
| All | +8,153.7% | -57.6% | +8,211.3% | +6,699.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling