+457.5%
STLD vs REPL
+25.1%
+432.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -7.5% |
| 7D | -12.5% | +15.1% | -27.6% | -13.0% |
| 30D | -6.8% | +51.1% | -57.9% | -8.5% |
| 3M | -16.4% | +69.2% | -85.6% | -18.3% |
| 6M | -6.1% | +597.6% | -603.7% | -17.3% |
| YTD | +32.0% | +106.0% | -74.0% | +20.0% |
| 1Y | +45.5% | +133.3% | -87.8% | +31.2% |
| 3Y | +106.5% | +41.0% | +65.5% | +62.8% |
| 5Y | +267.2% | -40.1% | +307.3% | +209.2% |
| All | +457.5% | +25.1% | +432.4% | +270.7% |
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