+3,904.5%
STLD vs MKTX
+1,471.0%
+2,433.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -5.6% | +0.9% | -6.5% | -5.8% |
| 3M | -11.7% | +2.6% | -14.3% | -12.4% |
| 6M | -2.8% | +20.4% | -23.2% | -10.1% |
| YTD | +36.4% | -7.1% | +43.5% | +36.0% |
| 1Y | +50.0% | -2.8% | +52.8% | +47.1% |
| 3Y | +122.3% | -21.7% | +144.1% | +123.5% |
| 5Y | +273.2% | -54.5% | +327.7% | +333.1% |
| 10Y | +763.8% | +13.0% | +750.9% | +536.7% |
| All | +3,904.5% | +1,471.0% | +2,433.4% | +683.8% |
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