+54.1%
T vs STLD
+779.4%
-725.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | +1.7% | -9.7% | +11.3% | +3.2% |
| 30D | -1.7% | -4.5% | +2.8% | -1.2% |
| 3M | -7.3% | -13.1% | +5.8% | -5.7% |
| 6M | -11.2% | -2.8% | -8.4% | -11.4% |
| YTD | -8.1% | +35.3% | -43.4% | -13.5% |
| 1Y | -8.0% | +51.4% | -59.4% | -15.1% |
| 3Y | +62.1% | +117.9% | -55.8% | +36.7% |
| 5Y | +55.7% | +272.6% | -216.9% | +12.7% |
| 10Y | +54.1% | +782.2% | -728.1% | -9.8% |
| All | +54.1% | +779.4% | -725.3% | -9.8% |
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 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