+21.5%
SW vs STLD
+5.3%
+16.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +5.0% |
| 7D | +12.1% | -3.9% | +16.0% | +13.3% |
| 30D | +6.6% | -0.4% | +6.9% | +6.4% |
| 3M | -6.0% | -9.2% | +3.2% | -2.2% |
| 6M | +21.5% | +5.0% | +16.5% | +9.5% |
| All | +21.5% | +5.3% | +16.2% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling