+5.9%
SYK vs STLD
+290.3%
-284.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -11.8% | -2.8% | -9.0% | -11.3% |
| 30D | -20.4% | -10.4% | -10.0% | -19.0% |
| 3M | -12.1% | -10.6% | -1.5% | -10.7% |
| 6M | -24.3% | +32.7% | -57.0% | -28.8% |
| YTD | -21.2% | +42.8% | -64.0% | -27.2% |
| 1Y | -29.2% | +86.9% | -116.1% | -38.1% |
| 3Y | -2.1% | +143.8% | -145.9% | -21.4% |
| All | +5.9% | +290.3% | -284.4% | -26.8% |
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