+740.9%
STLD vs CAPR
-65.7%
+806.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -3.1% |
| 7D | +2.9% | +5.9% | -3.0% | +2.7% |
| 30D | -5.6% | +44.6% | -50.2% | -6.4% |
| 3M | -11.7% | +126.4% | -138.1% | -13.6% |
| 6M | -2.8% | -68.6% | +65.8% | -2.1% |
| YTD | +36.4% | -67.0% | +103.4% | +37.0% |
| 1Y | +50.0% | +65.2% | -15.2% | +39.3% |
| 3Y | +122.3% | +235.6% | -113.3% | +96.0% |
| 5Y | +273.2% | +175.4% | +97.8% | +225.8% |
| All | +740.9% | -65.7% | +806.6% | +592.0% |
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