+267.4%
STT vs STLD
+1,105.0%
-837.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +0.5% | +3.1% | -2.7% | -1.0% |
| 30D | +3.9% | -9.0% | +12.8% | +8.0% |
| 3M | +20.0% | -12.4% | +32.3% | +26.1% |
| 6M | +55.3% | +25.5% | +29.8% | +37.8% |
| YTD | +53.3% | +43.6% | +9.7% | +27.1% |
| 1Y | +74.7% | +87.2% | -12.5% | +27.2% |
| 3Y | +205.8% | +135.2% | +70.6% | +91.1% |
| 5Y | +145.0% | +290.9% | -145.9% | +9.6% |
| All | +267.4% | +1,105.0% | -837.7% | -14.6% |
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 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