+4,114.8%
STLD vs MKTX
+1,446.2%
+2,668.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -9.0% | +1.1% | -10.1% | -9.3% |
| 3M | -12.4% | +36.1% | -48.5% | -21.9% |
| 6M | +25.5% | -12.9% | +38.4% | +28.2% |
| YTD | +43.6% | -8.5% | +52.1% | +43.9% |
| 1Y | +87.2% | -7.5% | +94.7% | +86.0% |
| 3Y | +135.2% | -28.3% | +163.6% | +142.1% |
| 5Y | +290.9% | -63.3% | +354.2% | +387.8% |
| 10Y | +1,113.5% | +4.5% | +1,108.9% | +820.2% |
| All | +4,114.8% | +1,446.2% | +2,668.6% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling