+782.2%
STLD vs COO
+40.7%
+741.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.1% |
| 7D | -9.7% | +4.3% | -14.0% | -11.3% |
| 30D | -4.5% | +17.6% | -22.1% | -11.2% |
| 3M | -13.1% | -13.9% | +0.8% | -8.5% |
| 6M | -2.8% | +6.6% | -9.3% | -7.8% |
| YTD | +35.3% | -22.0% | +57.3% | +47.7% |
| 1Y | +51.4% | -8.8% | +60.2% | +53.3% |
| 3Y | +117.9% | -21.5% | +139.4% | +124.8% |
| 5Y | +272.6% | -41.0% | +313.6% | +338.6% |
| 10Y | +782.2% | +40.9% | +741.3% | +682.7% |
| All | +782.2% | +40.7% | +741.5% | +682.7% |
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