+106.6%
STLD vs FIVE
+35.4%
+71.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -6.8% |
| 7D | -12.5% | -1.7% | -10.8% | -12.2% |
| 30D | -6.8% | +14.9% | -21.8% | -9.1% |
| 3M | -16.4% | +7.6% | -24.0% | -17.8% |
| 6M | -6.1% | +6.4% | -12.5% | -7.9% |
| YTD | +32.0% | +28.1% | +3.9% | +24.7% |
| 1Y | +45.5% | +54.7% | -9.2% | +32.7% |
| All | +106.6% | +35.4% | +71.2% | +68.7% |
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