+149.7%
STLD vs MKTX
-25.1%
+174.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.7% | +0.4% | +2.2% | +2.7% |
| 30D | -8.4% | +1.0% | -9.4% | -8.4% |
| 3M | -9.9% | +41.3% | -51.1% | -8.7% |
| 6M | +33.0% | -11.3% | +44.4% | +32.8% |
| YTD | +42.6% | -8.6% | +51.1% | +42.6% |
| 1Y | +80.8% | -11.1% | +91.8% | +81.1% |
| All | +149.7% | -25.1% | +174.9% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling