+506.7%
STLD vs REPL
-6.0%
+512.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +3.1% | -3.0% | +6.1% | +3.3% |
| 30D | -9.0% | +27.1% | -36.1% | -9.9% |
| 3M | -12.4% | +52.4% | -64.7% | -15.4% |
| 6M | +25.5% | +107.4% | -81.9% | +13.9% |
| YTD | +43.6% | +54.7% | -11.1% | +32.4% |
| 1Y | +87.2% | +158.9% | -71.7% | +61.6% |
| 3Y | +135.2% | -23.7% | +159.0% | +95.1% |
| 5Y | +290.9% | -54.3% | +345.2% | +232.4% |
| All | +506.7% | -6.0% | +512.7% | +308.8% |
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