+1,571.5%
STT vs STLD
+7,971.8%
-6,400.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -7.6% | +2.9% | -2.0% |
| 7D | -4.9% | -12.5% | +7.6% | -0.4% |
| 30D | -6.0% | -6.8% | +0.8% | -3.8% |
| 3M | -11.7% | -16.4% | +4.7% | -6.4% |
| 6M | +11.7% | -6.1% | +17.8% | +12.9% |
| YTD | +30.4% | +32.0% | -1.5% | +16.1% |
| 1Y | +43.9% | +45.5% | -1.6% | +23.6% |
| 3Y | +165.4% | +106.5% | +58.9% | +95.7% |
| 5Y | +101.0% | +267.2% | -166.2% | +16.0% |
| 10Y | +210.7% | +878.9% | -668.2% | +21.8% |
| All | +1,571.5% | +7,971.8% | -6,400.3% | +220.7% |
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