+258.8%
STLD vs COO
-41.6%
+300.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -11.1% | +4.7% | -15.8% | -12.5% |
| 30D | -4.8% | +13.9% | -18.7% | -8.9% |
| 3M | -14.6% | -14.9% | +0.4% | -10.6% |
| 6M | -7.4% | +2.0% | -9.4% | -9.8% |
| YTD | +32.6% | -23.9% | +56.5% | +44.0% |
| 1Y | +47.3% | -9.6% | +56.9% | +49.7% |
| 3Y | +107.5% | -25.4% | +133.0% | +116.3% |
| All | +258.8% | -41.6% | +300.4% | +314.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling