+140.2%
STLD vs RUN
-38.9%
+179.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +3.1% | +1.3% | +1.9% | +3.1% |
| 30D | -9.0% | -15.3% | +6.3% | -8.3% |
| 3M | -12.4% | -40.0% | +27.6% | -10.3% |
| 6M | +25.5% | -27.0% | +52.5% | +26.9% |
| YTD | +43.6% | -51.7% | +95.3% | +47.0% |
| 1Y | +87.2% | -45.9% | +133.1% | +90.4% |
| All | +140.2% | -38.9% | +179.1% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling