+107.5%
STLD vs COO
-25.3%
+132.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | -11.1% | +4.7% | -15.8% | -12.0% |
| 30D | -4.8% | +13.9% | -18.7% | -7.5% |
| 3M | -14.6% | -14.9% | +0.4% | -11.6% |
| 6M | -7.4% | +2.0% | -9.4% | -9.0% |
| YTD | +32.6% | -23.9% | +56.5% | +41.4% |
| 1Y | +47.3% | -9.6% | +56.9% | +49.9% |
| 3Y | +107.5% | -25.4% | +133.0% | +111.5% |
| All | +107.5% | -25.3% | +132.9% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling