+122.3%
STLD vs CASY
+161.8%
-39.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +2.9% | +3.6% | -0.6% | +2.4% |
| 30D | -5.6% | +9.1% | -14.6% | -7.0% |
| 3M | -11.7% | -16.5% | +4.8% | -9.0% |
| 6M | -2.8% | -19.7% | +16.9% | +1.1% |
| YTD | +36.4% | +29.3% | +7.2% | +27.5% |
| 1Y | +50.0% | +33.1% | +16.9% | +38.9% |
| 3Y | +122.3% | +158.5% | -36.2% | +79.3% |
| All | +122.3% | +161.8% | -39.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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