+784.6%
STRL vs STLD
+255.4%
+529.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | -26.9% | -11.1% | -15.8% | -21.8% |
| 30D | -52.7% | -4.8% | -47.9% | -51.1% |
| 3M | -52.8% | -14.6% | -38.3% | -48.8% |
| 6M | -71.5% | -7.4% | -64.1% | -70.5% |
| YTD | -17.4% | +32.6% | -50.0% | -28.1% |
| 1Y | -35.0% | +47.3% | -82.3% | -46.2% |
| 3Y | +239.2% | +107.5% | +131.7% | +140.0% |
| All | +784.6% | +255.4% | +529.2% | +392.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling