+2,071.0%
STX vs STLD
+779.4%
+1,291.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.7% | +9.0% |
| 7D | -14.8% | -9.7% | -5.1% | -11.0% |
| 30D | -35.4% | -4.5% | -30.8% | -33.8% |
| 3M | -37.7% | -13.1% | -24.6% | -34.3% |
| 6M | -35.2% | -2.8% | -32.5% | -34.9% |
| YTD | +84.4% | +35.3% | +49.1% | +63.1% |
| 1Y | +82.3% | +51.4% | +30.9% | +54.6% |
| 3Y | +646.2% | +117.9% | +528.3% | +438.2% |
| 5Y | +487.4% | +272.6% | +214.8% | +237.9% |
| 10Y | +2,071.0% | +782.2% | +1,288.9% | +824.5% |
| All | +2,071.0% | +779.4% | +1,291.7% | +824.5% |
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