+740.9%
STLD vs COO
+41.1%
+699.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.5% |
| 7D | +2.9% | +0.5% | +2.5% | +2.7% |
| 30D | -5.6% | +14.2% | -19.7% | -11.1% |
| 3M | -11.7% | -18.2% | +6.5% | -5.0% |
| 6M | -2.8% | +5.3% | -8.1% | -7.5% |
| YTD | +36.4% | -23.6% | +60.0% | +50.2% |
| 1Y | +50.0% | -12.7% | +62.7% | +54.8% |
| 3Y | +122.3% | -24.2% | +146.5% | +133.0% |
| 5Y | +273.2% | -40.0% | +313.2% | +335.3% |
| All | +740.9% | +41.1% | +699.8% | +619.4% |
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