+787.1%
STLD vs FIVE
+562.8%
+224.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | -4.7% | +7.3% | -12.0% | -6.6% |
| 30D | -0.9% | +18.1% | -19.0% | -5.7% |
| 3M | -11.9% | +7.7% | -19.6% | -14.3% |
| 6M | +0.9% | +13.6% | -12.7% | -4.2% |
| YTD | +40.4% | +34.6% | +5.8% | +26.2% |
| 1Y | +56.6% | +66.2% | -9.7% | +32.1% |
| 3Y | +125.5% | +43.5% | +82.0% | +84.9% |
| 5Y | +292.8% | +20.7% | +272.2% | +227.2% |
| 10Y | +787.1% | +541.5% | +245.6% | +326.9% |
| All | +787.1% | +562.8% | +224.3% | +326.9% |
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