-5.4%
SYK vs STLD
+140.5%
-145.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -11.8% | -2.8% | -9.0% | -11.5% |
| 30D | -20.4% | -10.4% | -10.0% | -19.5% |
| 3M | -12.1% | -10.6% | -1.5% | -11.3% |
| 6M | -24.3% | +32.7% | -57.0% | -27.3% |
| YTD | -21.2% | +42.8% | -64.0% | -25.2% |
| 1Y | -29.2% | +86.9% | -116.1% | -35.3% |
| All | -5.4% | +140.5% | -145.9% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling