+316.0%
STLD vs S
-51.7%
+367.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +2.9% | +2.0% | +1.0% | +2.7% |
| 30D | -5.6% | -2.7% | -2.8% | -5.4% |
| 3M | -11.7% | -6.9% | -4.8% | -11.5% |
| 6M | -2.8% | +38.1% | -40.8% | -7.3% |
| YTD | +36.4% | +48.0% | -11.6% | +28.2% |
| 1Y | +50.0% | +34.5% | +15.5% | +42.4% |
| 3Y | +122.3% | +38.3% | +84.0% | +107.8% |
| 5Y | +273.2% | -70.9% | +344.1% | +268.5% |
| All | +316.0% | -51.7% | +367.8% | +321.7% |
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