+1,111.5%
STLD vs MKTX
+5.0%
+1,106.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | -14.0% | +40.8% | -54.8% | -18.0% |
| 6M | +30.8% | -8.0% | +38.8% | +31.7% |
| YTD | +42.3% | -8.7% | +51.0% | +43.3% |
| 1Y | +81.1% | -11.8% | +92.9% | +83.1% |
| 3Y | +149.2% | -24.0% | +173.2% | +151.8% |
| 5Y | +292.9% | -60.3% | +353.2% | +334.1% |
| All | +1,111.5% | +5.0% | +1,106.5% | +974.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling