+107.5%
STLD vs S
+34.5%
+73.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.2% |
| 7D | -11.1% | -13.4% | +2.3% | -9.5% |
| 30D | -4.8% | -14.0% | +9.2% | -3.2% |
| 3M | -14.6% | +4.9% | -19.4% | -15.6% |
| 6M | -7.4% | +42.0% | -49.4% | -13.1% |
| YTD | +32.6% | +45.1% | -12.6% | +22.8% |
| 1Y | +47.3% | +33.1% | +14.3% | +38.5% |
| 3Y | +107.5% | +40.6% | +66.9% | +99.3% |
| All | +107.5% | +34.5% | +73.1% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling