+87.2%
STLD vs REPL
+161.1%
-73.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +3.1% | -3.0% | +6.1% | +3.1% |
| 30D | -9.0% | +27.1% | -36.1% | -8.8% |
| 3M | -12.4% | +52.4% | -64.7% | -11.6% |
| 6M | +25.5% | +107.4% | -81.9% | +27.7% |
| YTD | +43.6% | +54.7% | -11.1% | +46.4% |
| 1Y | +87.2% | +158.9% | -71.7% | +87.9% |
| All | +87.2% | +161.1% | -73.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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