+107.5%
STLD vs CAPR
+214.7%
-107.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.4% |
| 7D | -11.1% | +41.1% | -52.2% | -11.5% |
| 30D | -4.8% | +11.1% | -15.9% | -4.9% |
| 3M | -14.6% | +115.3% | -129.9% | -15.6% |
| 6M | -7.4% | -73.8% | +66.4% | -6.7% |
| YTD | +32.6% | -68.8% | +101.4% | +33.2% |
| 1Y | +47.3% | +43.3% | +4.0% | +41.2% |
| 3Y | +107.5% | +214.7% | -107.1% | +82.1% |
| All | +107.5% | +214.7% | -107.1% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling