+87.2%
STLD vs CAPR
+48.7%
+38.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +3.1% | -2.0% | +5.1% | +3.2% |
| 30D | -9.0% | +139.2% | -148.2% | -9.6% |
| 3M | -12.4% | -66.4% | +54.0% | -12.0% |
| 6M | +25.5% | -63.1% | +88.6% | +25.9% |
| YTD | +43.6% | -67.4% | +111.0% | +44.1% |
| 1Y | +87.2% | +58.2% | +28.9% | +81.4% |
| All | +87.2% | +48.7% | +38.5% | +81.4% |
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