+139.1%
STLD vs FIVE
+50.0%
+89.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.5% |
| 7D | +3.1% | +4.3% | -1.1% | +2.3% |
| 30D | -9.0% | +12.5% | -21.5% | -11.1% |
| 3M | -12.4% | +31.2% | -43.6% | -16.9% |
| 6M | +25.5% | +14.4% | +11.1% | +21.4% |
| YTD | +43.6% | +33.9% | +9.7% | +34.8% |
| 1Y | +87.2% | +65.1% | +22.1% | +68.9% |
| All | +139.1% | +50.0% | +89.0% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling