+5,392.4%
SYK vs STLD
+8,684.3%
-3,291.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -8.3% | +3.1% | -11.5% | -8.9% |
| 30D | -10.1% | -9.0% | -1.1% | -8.7% |
| 3M | +0.9% | -12.4% | +13.3% | +2.9% |
| 6M | -20.2% | +25.5% | -45.7% | -23.9% |
| YTD | -13.3% | +43.6% | -56.9% | -19.6% |
| 1Y | -22.3% | +87.2% | -109.5% | -31.5% |
| 3Y | +9.7% | +135.2% | -125.5% | -8.8% |
| 5Y | +15.4% | +290.9% | -275.5% | -14.4% |
| 10Y | +192.9% | +1,113.5% | -920.6% | +71.1% |
| All | +5,392.4% | +8,684.3% | -3,291.9% | +1,883.1% |
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