+292.6%
STLD vs REPL
-54.3%
+346.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +3.1% | -3.0% | +6.1% | +3.2% |
| 30D | -9.0% | +27.1% | -36.1% | -9.4% |
| 3M | -12.4% | +52.4% | -64.7% | -13.6% |
| 6M | +25.5% | +107.4% | -81.9% | +20.3% |
| YTD | +43.6% | +54.7% | -11.1% | +38.8% |
| 1Y | +87.2% | +158.9% | -71.7% | +74.3% |
| 3Y | +135.2% | -23.7% | +159.0% | +116.4% |
| All | +292.6% | -54.3% | +346.9% | +257.1% |
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