+60.1%
STLD vs CAPR
+47.4%
+12.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.3% | -3.1% |
| 7D | -3.9% | +43.2% | -47.1% | -4.1% |
| 30D | -0.4% | +14.7% | -15.0% | -0.5% |
| 3M | -9.2% | +113.9% | -123.1% | -9.7% |
| 6M | +5.0% | -73.4% | +78.3% | +5.5% |
| YTD | +42.8% | -69.1% | +111.9% | +43.3% |
| 1Y | +60.1% | +47.2% | +12.9% | +57.9% |
| All | +60.1% | +47.4% | +12.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling