+1,873.5%
STLD vs USFR
+27.5%
+1,846.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | -9.0% | +0.3% | -9.3% | -9.1% |
| 3M | -12.4% | +1.0% | -13.4% | -12.8% |
| 6M | +25.5% | +1.9% | +23.6% | +24.2% |
| YTD | +43.6% | +2.6% | +41.0% | +41.6% |
| 1Y | +87.2% | +4.0% | +83.2% | +83.2% |
| 3Y | +135.2% | +14.1% | +121.1% | +118.8% |
| 5Y | +290.9% | +20.4% | +270.5% | +251.7% |
| 10Y | +1,113.5% | +28.0% | +1,085.4% | +943.7% |
| All | +1,873.5% | +27.5% | +1,846.0% | +1,597.2% |
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