+787.1%
STLD vs CAPR
-68.2%
+855.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.9% | +13.7% | +3.9% |
| 7D | -4.7% | +7.6% | -12.3% | -4.8% |
| 30D | -0.9% | +13.3% | -14.2% | -1.3% |
| 3M | -11.9% | +130.4% | -142.3% | -13.8% |
| 6M | +0.9% | -70.8% | +71.7% | +1.8% |
| YTD | +40.4% | -69.3% | +109.7% | +41.3% |
| 1Y | +56.6% | +59.5% | -3.0% | +45.4% |
| 3Y | +125.5% | +216.8% | -91.3% | +98.9% |
| 5Y | +292.8% | +152.7% | +140.1% | +243.4% |
| 10Y | +787.1% | -68.2% | +855.3% | +630.8% |
| All | +787.1% | -68.2% | +855.3% | +630.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling