+106.6%
STLD vs S
+32.3%
+74.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.8% | +1.2% | -6.5% |
| 7D | -12.5% | -16.7% | +4.2% | -10.5% |
| 30D | -6.8% | -17.0% | +10.1% | -4.8% |
| 3M | -16.4% | +2.0% | -18.4% | -17.1% |
| 6M | -6.1% | +35.1% | -41.2% | -11.3% |
| YTD | +32.0% | +42.8% | -10.8% | +22.5% |
| 1Y | +45.5% | +27.7% | +17.8% | +37.7% |
| All | +106.6% | +32.3% | +74.3% | +98.8% |
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 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