+1,865.1%
STT vs STLD
+8,684.3%
-6,819.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.5% | +3.1% | -2.7% | -0.7% |
| 30D | +3.9% | -9.0% | +12.8% | +7.1% |
| 3M | +20.0% | -12.4% | +32.3% | +24.8% |
| 6M | +55.3% | +25.5% | +29.8% | +41.8% |
| YTD | +53.3% | +43.6% | +9.7% | +32.9% |
| 1Y | +74.7% | +87.2% | -12.5% | +37.1% |
| 3Y | +205.8% | +135.2% | +70.6% | +115.4% |
| 5Y | +145.0% | +290.9% | -145.9% | +38.3% |
| 10Y | +266.0% | +1,113.5% | -847.4% | +33.7% |
| All | +1,865.1% | +8,684.3% | -6,819.1% | +267.2% |
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