+487.4%
STX vs STLD
+269.6%
+217.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.7% | +8.9% |
| 7D | -14.8% | -9.7% | -5.1% | -10.7% |
| 30D | -35.4% | -4.5% | -30.8% | -33.7% |
| 3M | -37.7% | -13.1% | -24.6% | -33.9% |
| 6M | -35.2% | -2.8% | -32.5% | -35.0% |
| YTD | +84.4% | +35.3% | +49.1% | +60.7% |
| 1Y | +82.3% | +51.4% | +30.9% | +51.7% |
| 3Y | +646.2% | +117.9% | +528.3% | +414.6% |
| 5Y | +487.4% | +272.6% | +214.8% | +201.5% |
| All | +487.4% | +269.6% | +217.8% | +201.5% |
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 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