+258.8%
STLD vs FIVE
+14.2%
+244.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -11.1% | -0.3% | -10.9% | -11.1% |
| 30D | -4.8% | +17.7% | -22.4% | -8.2% |
| 3M | -14.6% | +4.0% | -18.5% | -15.7% |
| 6M | -7.4% | +2.6% | -10.0% | -8.9% |
| YTD | +32.6% | +27.6% | +5.0% | +23.4% |
| 1Y | +47.3% | +59.9% | -12.6% | +30.1% |
| 3Y | +107.5% | +35.8% | +71.8% | +81.4% |
| All | +258.8% | +14.2% | +244.6% | +206.3% |
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