+50.9%
STLD vs Q
+32.1%
+18.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | +0.7% |
| 7D | -9.7% | +8.4% | -18.1% | -11.1% |
| 30D | -4.5% | -1.2% | -3.3% | -4.6% |
| 3M | -13.1% | -9.3% | -3.8% | -11.9% |
| 6M | -2.8% | -15.0% | +12.2% | -1.4% |
| YTD | +35.3% | +53.5% | -18.1% | +21.5% |
| All | +50.9% | +32.1% | +18.8% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling