+7,484.2%
STLD vs COO
+3,402.1%
+4,082.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -7.1% |
| 7D | -12.5% | +5.3% | -17.7% | -14.0% |
| 30D | -6.8% | +12.5% | -19.4% | -10.7% |
| 3M | -16.4% | -15.1% | -1.2% | -12.7% |
| 6M | -6.1% | +3.7% | -9.8% | -8.9% |
| YTD | +32.0% | -22.5% | +54.5% | +41.0% |
| 1Y | +45.5% | -7.8% | +53.3% | +46.5% |
| 3Y | +106.5% | -24.1% | +130.6% | +116.0% |
| 5Y | +267.2% | -40.1% | +307.3% | +311.2% |
| 10Y | +878.9% | +44.7% | +834.2% | +724.7% |
| All | +7,484.2% | +3,402.1% | +4,082.1% | +3,191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling