+51.7%
STLD vs Q
+74.5%
-22.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | +6.9% | +11.5% | -4.6% | +4.6% |
| 30D | -1.5% | -0.2% | -1.3% | -1.6% |
| 3M | -9.7% | -13.6% | +3.9% | -7.7% |
| 6M | +2.3% | -27.0% | +29.4% | +7.2% |
| YTD | +41.0% | +50.5% | -9.5% | +29.4% |
| 1Y | +51.8% | +33.8% | +18.1% | +38.4% |
| All | +51.7% | +74.5% | -22.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling