+333.4%
STLD vs S
-48.3%
+381.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | -0.1% | -7.3% | +7.3% | +0.6% |
| 3M | -9.2% | +5.9% | -15.0% | -10.2% |
| 6M | +1.8% | +45.6% | -43.9% | -3.5% |
| YTD | +42.1% | +58.5% | -16.4% | +32.6% |
| 1Y | +58.5% | +37.6% | +20.9% | +50.3% |
| 3Y | +128.2% | +51.7% | +76.6% | +111.2% |
| 5Y | +288.2% | -67.5% | +355.7% | +279.7% |
| All | +333.4% | -48.3% | +381.7% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling