+272.6%
STLD vs FIVE
+19.1%
+253.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +0.8% |
| 7D | -9.7% | +6.2% | -15.9% | -10.9% |
| 30D | -4.5% | +18.2% | -22.7% | -8.1% |
| 3M | -13.1% | +3.8% | -16.9% | -14.2% |
| 6M | -2.8% | +13.7% | -16.5% | -6.6% |
| YTD | +35.3% | +34.7% | +0.6% | +24.5% |
| 1Y | +51.4% | +66.6% | -15.3% | +32.4% |
| 3Y | +117.9% | +44.3% | +73.7% | +87.8% |
| 5Y | +272.6% | +18.8% | +253.8% | +215.7% |
| All | +272.6% | +19.1% | +253.5% | +215.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling