+58.5%
STLD vs FIVE
+66.9%
-8.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -0.1% | +17.4% | -17.5% | -2.5% |
| 3M | -9.2% | +7.0% | -16.2% | -10.5% |
| 6M | +1.8% | +20.5% | -18.7% | -3.2% |
| YTD | +42.1% | +33.1% | +9.0% | +27.7% |
| 1Y | +58.5% | +67.1% | -8.6% | +31.0% |
| All | +58.5% | +66.9% | -8.4% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling