+476.5%
STLD vs REPL
+36.8%
+439.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | -5.6% | +92.2% | -97.7% | -8.1% |
| 3M | -11.7% | +44.1% | -55.8% | -13.2% |
| 6M | -2.8% | +313.0% | -315.8% | -11.5% |
| YTD | +36.4% | +125.2% | -88.8% | +23.6% |
| 1Y | +50.0% | +143.8% | -93.8% | +35.2% |
| 3Y | +122.3% | +104.2% | +18.1% | +69.2% |
| 5Y | +273.2% | -34.5% | +307.8% | +213.1% |
| All | +476.5% | +36.8% | +439.7% | +281.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling