+227.8%
STRL vs STLD
+104.7%
+123.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.6% | -6.3% | -8.8% |
| 7D | -34.6% | -12.5% | -22.1% | -28.0% |
| 30D | -56.7% | -6.8% | -49.8% | -54.1% |
| 3M | -54.4% | -16.4% | -38.0% | -48.7% |
| 6M | -69.7% | -6.1% | -63.6% | -68.8% |
| YTD | -20.2% | +32.0% | -52.2% | -33.7% |
| 1Y | -40.6% | +45.5% | -86.1% | -53.6% |
| All | +227.8% | +104.7% | +123.1% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling