+289.7%
STLD vs FIVE
+17.0%
+272.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +6.9% | +2.4% | +4.4% | +6.3% |
| 30D | -1.5% | +15.8% | -17.3% | -4.7% |
| 3M | -9.7% | +3.8% | -13.5% | -10.8% |
| 6M | +2.3% | +18.5% | -16.2% | -2.7% |
| YTD | +41.0% | +31.2% | +9.8% | +30.4% |
| 1Y | +51.8% | +61.8% | -10.0% | +33.6% |
| 3Y | +126.4% | +39.9% | +86.5% | +96.5% |
| All | +289.7% | +17.0% | +272.8% | +230.8% |
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