+293.5%
STLD vs MKTX
-61.3%
+354.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -10.4% | +1.0% | -11.3% | -10.5% |
| 3M | -10.6% | +40.8% | -51.4% | -13.4% |
| 6M | +32.7% | -10.9% | +43.6% | +34.4% |
| YTD | +42.8% | -8.6% | +51.4% | +44.1% |
| 1Y | +86.9% | -11.6% | +98.5% | +89.4% |
| 3Y | +143.8% | -24.5% | +168.3% | +145.9% |
| 5Y | +293.5% | -60.7% | +354.2% | +325.6% |
| All | +293.5% | -61.3% | +354.8% | +325.6% |
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