+1,910.1%
STLD vs COPX
+124.2%
+1,785.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +1.1% |
| 7D | +6.9% | +1.1% | +5.7% | +5.9% |
| 30D | -1.5% | -15.9% | +14.4% | +8.4% |
| 3M | -9.7% | -19.6% | +9.9% | +1.1% |
| 6M | +2.3% | -21.5% | +23.8% | +13.9% |
| YTD | +41.0% | -0.8% | +41.8% | +31.3% |
| 1Y | +51.8% | +15.2% | +36.7% | +28.4% |
| 3Y | +126.4% | +134.7% | -8.3% | +14.1% |
| 5Y | +285.7% | +111.3% | +174.4% | +102.7% |
| 10Y | +792.7% | +324.3% | +468.4% | +177.7% |
| All | +1,910.1% | +124.2% | +1,785.9% | +804.0% |
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