+59.1%
T vs STLD
+791.2%
-732.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.1% |
| 7D | +2.6% | -4.7% | +7.2% | +3.2% |
| 30D | -1.1% | -0.9% | -0.1% | -1.1% |
| 3M | -7.7% | -11.9% | +4.1% | -6.3% |
| 6M | -10.6% | +0.9% | -11.5% | -11.4% |
| YTD | -7.5% | +40.4% | -47.9% | -13.5% |
| 1Y | -7.4% | +56.6% | -64.0% | -15.1% |
| 3Y | +63.1% | +125.5% | -62.4% | +36.7% |
| 5Y | +55.2% | +292.8% | -237.6% | +11.2% |
| All | +59.1% | +791.2% | -732.1% | -10.1% |
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 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