+782.2%
STLD vs FIVE
+596.6%
+185.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +0.5% |
| 7D | -9.7% | +6.2% | -15.9% | -11.3% |
| 30D | -4.5% | +18.2% | -22.7% | -9.1% |
| 3M | -13.1% | +3.8% | -16.9% | -14.6% |
| 6M | -2.8% | +13.7% | -16.5% | -7.7% |
| YTD | +35.3% | +34.7% | +0.6% | +21.6% |
| 1Y | +51.4% | +66.6% | -15.3% | +27.6% |
| 3Y | +117.9% | +44.3% | +73.7% | +78.4% |
| 5Y | +272.6% | +18.8% | +253.8% | +212.1% |
| 10Y | +782.2% | +569.2% | +213.0% | +318.3% |
| All | +782.2% | +596.6% | +185.6% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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