+1,019.5%
STX vs STLD
+292.4%
+727.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +7.0% |
| 7D | +2.4% | +3.1% | -0.8% | +0.9% |
| 30D | +1.4% | -9.0% | +10.4% | +5.0% |
| 3M | -8.2% | -12.4% | +4.1% | -4.1% |
| 6M | +127.0% | +25.5% | +101.5% | +104.6% |
| YTD | +209.1% | +43.6% | +165.5% | +162.6% |
| 1Y | +365.4% | +87.2% | +278.2% | +253.8% |
| 3Y | +1,135.4% | +135.2% | +1,000.2% | +724.7% |
| All | +1,019.5% | +292.4% | +727.1% | +465.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling