-25.9%
STRL vs STLD
+59.7%
-85.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.0% | -18.4% | -19.3% |
| 7D | -27.1% | -3.9% | -23.1% | -24.7% |
| 30D | -45.8% | -0.4% | -45.4% | -45.3% |
| 3M | -47.6% | -9.2% | -38.4% | -43.9% |
| 6M | -46.4% | +5.0% | -51.4% | -49.7% |
| YTD | -7.4% | +42.8% | -50.2% | -31.6% |
| 1Y | -25.9% | +60.1% | -85.9% | -56.3% |
| All | -25.9% | +59.7% | -85.5% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling