+56.6%
STLD vs S
+37.8%
+18.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.8% |
| 7D | -4.7% | +1.4% | -6.0% | -4.7% |
| 30D | -0.9% | -10.8% | +9.9% | -1.2% |
| 3M | -11.9% | +5.4% | -17.3% | -11.4% |
| 6M | +0.9% | +41.2% | -40.3% | +2.8% |
| YTD | +40.4% | +56.2% | -15.8% | +42.3% |
| 1Y | +56.6% | +36.3% | +20.3% | +62.4% |
| All | +56.6% | +37.8% | +18.7% | +62.4% |
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