+122.3%
STLD vs MKTX
-22.1%
+144.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -5.6% | +0.9% | -6.5% | -5.5% |
| 3M | -11.7% | +2.6% | -14.3% | -11.6% |
| 6M | -2.8% | +20.4% | -23.2% | -2.0% |
| YTD | +36.4% | -7.1% | +43.5% | +36.1% |
| 1Y | +50.0% | -2.8% | +52.8% | +49.9% |
| 3Y | +122.3% | -21.7% | +144.1% | +129.0% |
| All | +122.3% | -22.1% | +144.4% | +129.0% |
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 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