+21,619.1%
STRL vs STLD
+7,971.8%
+13,647.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -7.6% | -6.3% | -11.5% |
| 7D | -34.6% | -12.5% | -22.1% | -31.6% |
| 30D | -56.7% | -6.8% | -49.8% | -55.5% |
| 3M | -54.4% | -16.4% | -38.0% | -51.8% |
| 6M | -69.7% | -6.1% | -63.6% | -69.1% |
| YTD | -20.2% | +32.0% | -52.2% | -26.5% |
| 1Y | -40.6% | +45.5% | -86.1% | -46.8% |
| 3Y | +221.7% | +106.5% | +115.2% | +159.1% |
| 5Y | +799.0% | +267.2% | +531.8% | +498.1% |
| 10Y | +3,451.5% | +878.9% | +2,572.6% | +1,653.3% |
| All | +21,619.1% | +7,971.8% | +13,647.3% | +6,611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling