+153.1%
STLD vs BOXX
+18.5%
+134.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -8.9% | +0.3% | -9.2% | -8.7% |
| 3M | -14.0% | +1.0% | -15.1% | -13.5% |
| 6M | +30.8% | +1.9% | +28.9% | +32.2% |
| YTD | +42.3% | +2.7% | +39.6% | +44.3% |
| 1Y | +81.1% | +4.0% | +77.1% | +86.9% |
| 3Y | +149.2% | +14.7% | +134.5% | +262.4% |
| All | +153.1% | +18.5% | +134.7% | +515.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 10y: compounded portfolio wealth divided by compounded BOXX 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…
10y analysis · Full analysis span regression · 6 months rolling