+50.9%
STLD vs CAPR
+64.2%
-13.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.4% | +2.0% |
| 7D | -9.7% | +36.0% | -45.7% | -9.8% |
| 30D | -4.5% | +25.8% | -30.3% | -4.7% |
| 3M | -13.1% | +140.8% | -153.9% | -13.6% |
| 6M | -2.8% | -67.6% | +64.8% | -2.4% |
| YTD | +35.3% | -65.9% | +101.2% | +35.7% |
| All | +50.9% | +64.2% | -13.3% | +48.3% |
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