+288.2%
STLD vs REPL
-34.5%
+322.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.7% | +1.3% |
| 7D | -0.5% | +5.3% | -5.7% | -0.6% |
| 30D | -0.1% | +66.6% | -66.7% | -1.0% |
| 3M | -9.2% | +59.6% | -68.7% | -9.9% |
| 6M | +1.8% | +482.4% | -480.6% | -3.2% |
| YTD | +42.1% | +124.1% | -81.9% | +36.6% |
| 1Y | +58.5% | +138.6% | -80.0% | +52.0% |
| 3Y | +128.2% | +96.0% | +32.2% | +97.4% |
| 5Y | +288.2% | -35.4% | +323.6% | +255.5% |
| All | +288.2% | -34.5% | +322.8% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling