+1,967.8%
STX vs STLD
+804.7%
+1,163.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -2.3% |
| 7D | -17.3% | -4.7% | -12.6% | -15.4% |
| 30D | -35.9% | -0.9% | -35.0% | -35.3% |
| 3M | -37.3% | -11.9% | -25.4% | -34.3% |
| 6M | -35.8% | +0.9% | -36.7% | -36.4% |
| YTD | +82.7% | +40.4% | +42.3% | +59.4% |
| 1Y | +71.6% | +56.6% | +15.1% | +43.7% |
| 3Y | +635.3% | +125.5% | +509.8% | +423.6% |
| 5Y | +483.8% | +292.8% | +190.9% | +229.6% |
| 10Y | +1,967.8% | +787.1% | +1,180.7% | +784.2% |
| All | +1,967.8% | +804.7% | +1,163.1% | +784.2% |
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 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