+7,161.0%
STRL vs STLD
+1,105.0%
+6,056.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.6% |
| 7D | +3.4% | +3.1% | +0.2% | +1.6% |
| 30D | -9.2% | -9.0% | -0.3% | -5.2% |
| 3M | -51.0% | -12.4% | -38.7% | -48.4% |
| 6M | +15.8% | +25.5% | -9.7% | +3.2% |
| YTD | +58.9% | +43.6% | +15.2% | +31.9% |
| 1Y | +68.5% | +87.2% | -18.7% | +23.2% |
| 3Y | +485.2% | +135.2% | +350.0% | +279.2% |
| 5Y | +2,005.1% | +290.9% | +1,714.2% | +905.6% |
| All | +7,161.0% | +1,105.0% | +6,056.0% | +1,948.7% |
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