+304.2%
STLD vs S
-52.7%
+356.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.3% |
| 7D | -11.1% | -13.4% | +2.3% | -9.7% |
| 30D | -4.8% | -14.0% | +9.2% | -3.4% |
| 3M | -14.6% | +4.9% | -19.4% | -15.5% |
| 6M | -7.4% | +42.0% | -49.4% | -12.0% |
| YTD | +32.6% | +45.1% | -12.6% | +24.9% |
| 1Y | +47.3% | +33.1% | +14.3% | +40.1% |
| 3Y | +107.5% | +40.6% | +66.9% | +93.7% |
| 5Y | +268.8% | -67.5% | +336.3% | +262.8% |
| All | +304.2% | -52.7% | +356.9% | +310.8% |
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