+1,122.7%
STLD vs USFR
+28.0%
+1,094.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -10.4% | +0.3% | -10.7% | -10.3% |
| 3M | -10.6% | +1.0% | -11.6% | -10.3% |
| 6M | +32.7% | +1.9% | +30.8% | +33.4% |
| YTD | +42.8% | +2.7% | +40.2% | +43.9% |
| 1Y | +86.9% | +4.0% | +83.0% | +88.9% |
| 3Y | +143.8% | +14.0% | +129.8% | +152.6% |
| 5Y | +293.5% | +20.4% | +273.1% | +308.5% |
| 10Y | +1,122.7% | +28.0% | +1,094.7% | +1,167.4% |
| All | +1,122.7% | +28.0% | +1,094.7% | +1,167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling