+1,081.9%
STLD vs COO
+49.3%
+1,032.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +3.1% | -2.2% | +5.4% | +4.2% |
| 30D | -9.0% | -7.0% | -2.0% | -6.2% |
| 3M | -12.4% | +12.2% | -24.6% | -17.6% |
| 6M | +25.5% | -15.1% | +40.6% | +33.8% |
| YTD | +43.6% | -15.1% | +58.7% | +52.9% |
| 1Y | +87.2% | +2.3% | +84.9% | +81.9% |
| 3Y | +135.2% | -23.7% | +158.9% | +150.8% |
| 5Y | +290.9% | -38.9% | +329.8% | +361.1% |
| All | +1,081.9% | +49.3% | +1,032.6% | +924.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling