+1,845.0%
STLD vs COPX
+118.6%
+1,726.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.8% |
| 7D | +2.9% | -2.8% | +5.8% | +4.5% |
| 30D | -5.6% | -14.3% | +8.8% | +3.0% |
| 3M | -11.7% | -19.0% | +7.3% | -1.5% |
| 6M | -2.8% | -24.4% | +21.6% | +10.6% |
| YTD | +36.4% | -3.2% | +39.7% | +29.0% |
| 1Y | +50.0% | +15.2% | +34.9% | +26.8% |
| 3Y | +122.3% | +127.6% | -5.3% | +14.1% |
| 5Y | +273.2% | +106.0% | +167.2% | +99.1% |
| 10Y | +763.8% | +313.7% | +450.1% | +172.8% |
| All | +1,845.0% | +118.6% | +1,726.4% | +788.1% |
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