+460.1%
STLD vs REPL
+35.1%
+424.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.1% |
| 7D | -11.1% | +22.8% | -33.9% | -11.9% |
| 30D | -4.8% | +63.8% | -68.6% | -6.8% |
| 3M | -14.6% | +68.1% | -82.7% | -16.5% |
| 6M | -7.4% | +528.5% | -535.9% | -17.8% |
| YTD | +32.6% | +122.4% | -89.9% | +20.2% |
| 1Y | +47.3% | +154.4% | -107.0% | +32.3% |
| 3Y | +107.5% | +68.0% | +39.6% | +61.3% |
| 5Y | +268.8% | -35.4% | +304.2% | +209.7% |
| All | +460.1% | +35.1% | +424.9% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling