+50.9%
STLD vs S
+38.4%
+12.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +2.0% |
| 7D | -9.7% | +1.6% | -11.2% | -9.7% |
| 30D | -4.5% | -10.5% | +5.9% | -4.8% |
| 3M | -13.1% | +9.9% | -23.0% | -12.5% |
| 6M | -2.8% | +41.8% | -44.5% | -0.9% |
| YTD | +35.3% | +56.8% | -21.5% | +37.1% |
| All | +50.9% | +38.4% | +12.5% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling