+2,296.6%
STLD vs FIVE
+826.1%
+1,470.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -6.5% |
| 7D | -12.5% | -1.7% | -10.8% | -12.1% |
| 30D | -6.8% | +14.9% | -21.8% | -10.3% |
| 3M | -16.4% | +7.6% | -24.0% | -18.5% |
| 6M | -6.1% | +6.4% | -12.5% | -8.9% |
| YTD | +32.0% | +28.1% | +3.9% | +21.4% |
| 1Y | +45.5% | +54.7% | -9.2% | +27.2% |
| 3Y | +106.5% | +36.1% | +70.4% | +74.5% |
| 5Y | +267.2% | +14.9% | +252.3% | +213.8% |
| 10Y | +878.9% | +578.8% | +300.0% | +424.7% |
| All | +2,296.6% | +826.1% | +1,470.5% | +972.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling