+596.2%
STX vs STLD
+104.7%
+491.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.6% | -8.7% | -13.3% |
| 7D | -33.4% | -12.5% | -20.9% | -29.6% |
| 30D | -42.1% | -6.8% | -35.3% | -40.1% |
| 3M | -44.3% | -16.4% | -27.9% | -40.3% |
| 6M | -39.4% | -6.1% | -33.3% | -38.3% |
| YTD | +70.0% | +32.0% | +38.0% | +51.5% |
| 1Y | +70.2% | +45.5% | +24.7% | +46.4% |
| All | +596.2% | +104.7% | +491.5% | +428.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling