+43.8%
STT vs STLD
+45.5%
-1.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.5% | -11.1% | +8.6% | +0.7% |
| 30D | -5.0% | -4.8% | -0.2% | -3.8% |
| 3M | -10.5% | -14.6% | +4.1% | -6.8% |
| 6M | +10.0% | -7.4% | +17.4% | +11.2% |
| YTD | +30.7% | +32.6% | -1.9% | +17.1% |
| 1Y | +43.8% | +47.3% | -3.6% | +23.9% |
| All | +43.8% | +45.5% | -1.7% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling