+3,877.1%
STRL vs STLD
+802.0%
+3,075.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.3% |
| 7D | +7.1% | -0.5% | +7.6% | +7.9% |
| 30D | -39.4% | -0.1% | -39.3% | -38.9% |
| 3M | -43.0% | -9.2% | -33.8% | -40.0% |
| 6M | -65.0% | +1.8% | -66.8% | -65.5% |
| YTD | -0.8% | +42.1% | -42.9% | -16.7% |
| 1Y | -20.3% | +58.5% | -78.8% | -36.6% |
| 3Y | +356.5% | +128.2% | +228.3% | +201.5% |
| 5Y | +952.8% | +288.2% | +664.6% | +409.2% |
| 10Y | +3,877.1% | +799.8% | +3,077.3% | +1,139.2% |
| All | +3,877.1% | +802.0% | +3,075.1% | +1,139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling