+277.1%
STLD vs MKTX
-54.6%
+331.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -11.7% | +2.6% | -14.3% | -11.9% |
| 6M | -2.8% | +20.4% | -23.2% | -4.5% |
| YTD | +36.4% | -7.1% | +43.5% | +37.6% |
| 1Y | +50.0% | -2.8% | +52.8% | +50.4% |
| 3Y | +122.3% | -21.7% | +144.1% | +123.5% |
| All | +277.1% | -54.6% | +331.6% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling