+1,947.1%
STLD vs COPX
+186.2%
+1,760.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | +3.1% | -4.0% | +7.1% | +5.6% |
| 30D | -9.0% | +4.5% | -13.5% | -11.7% |
| 3M | -12.4% | +0.8% | -13.2% | -14.7% |
| 6M | +25.5% | +3.2% | +22.3% | +18.4% |
| YTD | +43.6% | +26.7% | +16.9% | +17.1% |
| 1Y | +87.2% | +85.7% | +1.5% | +18.9% |
| 3Y | +135.2% | +151.2% | -15.9% | +16.1% |
| 5Y | +290.9% | +170.0% | +120.9% | +79.4% |
| 10Y | +1,113.5% | +572.9% | +540.5% | +188.2% |
| All | +1,947.1% | +186.2% | +1,760.9% | +706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling