+476.2%
STX vs STLD
+274.1%
+202.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.7% |
| 7D | +14.6% | +2.9% | +11.7% | +13.3% |
| 30D | -26.0% | -5.6% | -20.4% | -23.7% |
| 3M | -42.6% | -11.7% | -30.9% | -39.5% |
| 6M | -35.3% | -2.8% | -32.5% | -35.0% |
| YTD | +92.5% | +36.4% | +56.0% | +67.3% |
| 1Y | +102.4% | +50.0% | +52.4% | +69.2% |
| 3Y | +673.8% | +122.3% | +551.5% | +430.4% |
| All | +476.2% | +274.1% | +202.1% | +193.8% |
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