+107.5%
STLD vs USFR
+14.4%
+93.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -11.1% | +0.1% | -11.2% | -11.0% |
| 30D | -4.8% | +0.4% | -5.2% | -4.1% |
| 3M | -14.6% | +1.1% | -15.6% | -13.3% |
| 6M | -7.4% | +2.1% | -9.5% | -4.2% |
| YTD | +32.6% | +3.4% | +29.2% | +38.8% |
| 1Y | +47.3% | +4.1% | +43.2% | +53.6% |
| 3Y | +107.5% | +14.4% | +93.1% | +203.4% |
| All | +107.5% | +14.4% | +93.1% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling