+117.9%
STLD vs REPL
+91.4%
+26.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +2.1% |
| 7D | -9.7% | +14.2% | -23.9% | -9.8% |
| 30D | -4.5% | +65.9% | -70.4% | -5.0% |
| 3M | -13.1% | +84.6% | -97.7% | -13.6% |
| 6M | -2.8% | +446.9% | -449.7% | -5.1% |
| YTD | +35.3% | +129.0% | -93.7% | +32.9% |
| 1Y | +51.4% | +167.9% | -116.5% | +48.0% |
| 3Y | +117.9% | +93.9% | +24.0% | +98.4% |
| All | +117.9% | +91.4% | +26.5% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling