+1,116.1%
STLD vs COPX
+635.9%
+480.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.4% |
| 7D | -2.8% | +6.0% | -8.8% | -6.1% |
| 30D | -10.4% | +6.4% | -16.8% | -13.9% |
| 3M | -10.6% | +19.3% | -29.9% | -20.6% |
| 6M | +32.7% | +16.2% | +16.5% | +17.2% |
| YTD | +42.8% | +33.2% | +9.6% | +13.5% |
| 1Y | +86.9% | +90.2% | -3.3% | +17.7% |
| 3Y | +143.8% | +175.7% | -31.9% | +13.3% |
| 5Y | +293.5% | +193.1% | +100.4% | +70.5% |
| All | +1,116.1% | +635.9% | +480.2% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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