+799.8%
STLD vs FIVE
+535.9%
+263.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -0.1% | +17.4% | -17.5% | -4.7% |
| 3M | -9.2% | +7.0% | -16.2% | -11.4% |
| 6M | +1.8% | +20.5% | -18.7% | -5.0% |
| YTD | +42.1% | +33.1% | +9.0% | +28.1% |
| 1Y | +58.5% | +67.1% | -8.6% | +33.5% |
| 3Y | +128.2% | +41.9% | +86.3% | +87.7% |
| 5Y | +288.2% | +21.1% | +267.2% | +222.8% |
| 10Y | +799.8% | +518.8% | +281.0% | +335.7% |
| All | +799.8% | +535.9% | +263.9% | +335.7% |
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