+199.4%
STT vs STLD
+779.4%
-580.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.3% |
| 7D | +0.9% | -9.7% | +10.6% | +5.6% |
| 30D | -2.3% | -4.5% | +2.2% | -0.5% |
| 3M | -7.5% | -13.1% | +5.6% | -2.2% |
| 6M | +14.9% | -2.8% | +17.6% | +14.4% |
| YTD | +34.9% | +35.3% | -0.5% | +14.2% |
| 1Y | +47.1% | +51.4% | -4.3% | +18.1% |
| 3Y | +179.6% | +117.9% | +61.7% | +80.4% |
| 5Y | +107.1% | +272.6% | -165.5% | -5.8% |
| 10Y | +199.4% | +782.2% | -582.8% | -20.9% |
| All | +199.4% | +779.4% | -580.0% | -20.9% |
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