-0.1%
SW vs STLD
+303.7%
-303.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.9% |
| 7D | +12.1% | -3.9% | +16.0% | +13.2% |
| 30D | +6.6% | -0.4% | +6.9% | +6.5% |
| 3M | -6.0% | -9.2% | +3.2% | -4.1% |
| 6M | +21.5% | +5.0% | +16.5% | +19.2% |
| YTD | +20.3% | +42.8% | -22.5% | +8.9% |
| 1Y | +28.1% | +60.1% | -31.9% | +12.9% |
| 3Y | +51.6% | +123.5% | -71.9% | +23.6% |
| 5Y | -0.1% | +302.0% | -302.2% | -19.2% |
| All | -0.1% | +303.7% | -303.9% | -19.2% |
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