+1,721.7%
STLD vs USFR
+28.5%
+1,693.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -11.1% | +0.1% | -11.2% | -11.2% |
| 30D | -4.8% | +0.4% | -5.2% | -5.0% |
| 3M | -14.6% | +1.1% | -15.6% | -15.0% |
| 6M | -7.4% | +2.1% | -9.5% | -8.4% |
| YTD | +32.6% | +3.4% | +29.2% | +30.2% |
| 1Y | +47.3% | +4.1% | +43.2% | +44.1% |
| 3Y | +107.5% | +14.4% | +93.1% | +92.8% |
| 5Y | +268.8% | +21.3% | +247.5% | +230.6% |
| 10Y | +883.3% | +28.5% | +854.8% | +745.0% |
| All | +1,721.7% | +28.5% | +1,693.1% | +1,460.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling