+258.8%
STLD vs S
-67.4%
+326.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.3% |
| 7D | -11.1% | -13.4% | +2.3% | -9.7% |
| 30D | -4.8% | -14.0% | +9.2% | -3.3% |
| 3M | -14.6% | +4.9% | -19.4% | -15.5% |
| 6M | -7.4% | +42.0% | -49.4% | -12.2% |
| YTD | +32.6% | +45.1% | -12.6% | +24.5% |
| 1Y | +47.3% | +33.1% | +14.3% | +39.7% |
| 3Y | +107.5% | +40.6% | +66.9% | +92.8% |
| All | +258.8% | -67.4% | +326.2% | +254.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling