+5,528.1%
SYK vs STLD
+8,245.9%
-2,717.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.3% |
| 7D | -5.0% | +2.9% | -7.9% | -5.5% |
| 30D | +9.9% | -5.6% | +15.5% | +10.8% |
| 3M | -8.9% | -11.7% | +2.8% | -7.3% |
| 6M | +3.1% | -2.8% | +5.9% | +2.8% |
| YTD | -11.1% | +36.4% | -47.6% | -17.0% |
| 1Y | -16.2% | +50.0% | -66.2% | -23.1% |
| 3Y | +13.2% | +122.3% | -109.1% | -5.1% |
| 5Y | +23.5% | +273.2% | -249.7% | -7.7% |
| 10Y | +213.3% | +763.8% | -550.5% | +93.1% |
| All | +5,528.1% | +8,245.9% | -2,717.7% | +1,945.2% |
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