-24.7%
STRL vs STLD
+56.0%
-80.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -3.2% |
| 7D | -19.8% | -4.7% | -15.2% | -16.3% |
| 30D | -43.6% | -0.9% | -42.6% | -42.5% |
| 3M | -45.2% | -11.9% | -33.3% | -39.7% |
| 6M | -65.7% | +0.9% | -66.6% | -67.0% |
| YTD | -5.4% | +40.4% | -45.9% | -27.4% |
| 1Y | -24.7% | +56.6% | -81.2% | -49.1% |
| All | -24.7% | +56.0% | -80.7% | -49.1% |
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