+277.1%
STLD vs CASY
+266.7%
+10.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +2.9% | +3.6% | -0.6% | +2.0% |
| 30D | -5.6% | +9.1% | -14.6% | -8.0% |
| 3M | -11.7% | -16.5% | +4.8% | -7.5% |
| 6M | -2.8% | -19.7% | +16.9% | +2.6% |
| YTD | +36.4% | +29.3% | +7.2% | +21.9% |
| 1Y | +50.0% | +33.1% | +16.9% | +32.1% |
| 3Y | +122.3% | +158.5% | -36.2% | +44.2% |
| All | +277.1% | +266.7% | +10.4% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling