+1,630.4%
STLD vs CAPR
-99.1%
+1,729.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.6% | -4.0% | -7.5% |
| 7D | -12.5% | +29.7% | -42.2% | -12.8% |
| 30D | -6.8% | +11.0% | -17.8% | -7.1% |
| 3M | -16.4% | +118.8% | -135.2% | -17.7% |
| 6M | -6.1% | -73.9% | +67.8% | -5.3% |
| YTD | +32.0% | -70.2% | +102.2% | +32.6% |
| 1Y | +45.5% | +38.3% | +7.2% | +38.0% |
| 3Y | +106.5% | +199.7% | -93.2% | +89.7% |
| 5Y | +267.2% | +130.6% | +136.6% | +235.6% |
| 10Y | +878.9% | -68.5% | +947.4% | +758.3% |
| All | +1,630.4% | -99.1% | +1,729.5% | +1,427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling