+8,757.3%
STX vs STLD
+10,309.5%
-1,552.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -7.6% | -8.7% | -13.5% |
| 7D | -33.4% | -12.5% | -20.9% | -29.8% |
| 30D | -42.1% | -6.8% | -35.3% | -40.3% |
| 3M | -44.3% | -16.4% | -27.9% | -40.6% |
| 6M | -39.4% | -6.1% | -33.3% | -38.4% |
| YTD | +70.0% | +32.0% | +38.0% | +52.3% |
| 1Y | +70.2% | +45.5% | +24.7% | +47.2% |
| 3Y | +585.2% | +106.5% | +478.7% | +409.1% |
| 5Y | +455.7% | +267.2% | +188.5% | +226.0% |
| 10Y | +2,007.9% | +878.9% | +1,129.0% | +690.8% |
| All | +8,757.3% | +10,309.5% | -1,552.1% | +989.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling