+7,484.2%
STLD vs ARWR
-71.8%
+7,556.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.8% | -0.8% | -7.5% |
| 7D | -12.5% | -5.0% | -7.5% | -12.4% |
| 30D | -6.8% | -6.6% | -0.2% | -6.7% |
| 3M | -16.4% | -33.9% | +17.5% | -15.9% |
| 6M | -6.1% | -23.3% | +17.2% | -5.9% |
| YTD | +32.0% | -13.5% | +45.4% | +32.1% |
| 1Y | +45.5% | +42.5% | +3.0% | +44.6% |
| 3Y | +106.5% | +104.1% | +2.4% | +103.2% |
| 5Y | +267.2% | -28.8% | +296.0% | +264.6% |
| 10Y | +878.9% | +911.6% | -32.7% | +832.5% |
| All | +7,484.2% | -71.8% | +7,556.0% | +6,181.3% |
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