+755.0%
SW vs STLD
+808.3%
-53.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -5.1% | +3.1% | -8.2% | -5.3% |
| 30D | -4.6% | -9.0% | +4.4% | -4.0% |
| 3M | +9.4% | -12.4% | +21.8% | +10.4% |
| 6M | +3.5% | +25.5% | -22.0% | +1.7% |
| YTD | +22.0% | +43.6% | -21.6% | +18.8% |
| 1Y | +2.2% | +87.2% | -85.0% | -2.2% |
| 3Y | +19.6% | +135.2% | -115.6% | +12.9% |
| 5Y | -2.3% | +290.9% | -293.2% | -10.1% |
| 10Y | +181.4% | +1,113.5% | -932.1% | +147.0% |
| All | +755.0% | +808.3% | -53.3% | +698.5% |
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 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