+167.6%
SYK vs STLD
+1,117.5%
-949.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -12.3% | -3.6% | -8.7% | -11.5% |
| 30D | -22.4% | -10.1% | -12.4% | -20.6% |
| 3M | -12.3% | -11.4% | -0.9% | -10.2% |
| 6M | -24.3% | +30.8% | -55.1% | -30.1% |
| YTD | -22.8% | +40.7% | -63.4% | -30.3% |
| 1Y | -28.8% | +80.8% | -109.5% | -40.0% |
| 3Y | -4.0% | +140.2% | -144.1% | -27.5% |
| 5Y | +3.8% | +288.5% | -284.6% | -34.9% |
| All | +167.6% | +1,117.5% | -949.9% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling