+107.7%
T vs STLD
+135.5%
-27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -1.3% | +3.1% | -4.4% | -1.4% |
| 30D | +11.4% | -9.0% | +20.3% | +11.6% |
| 3M | +14.3% | -12.4% | +26.7% | +14.3% |
| 6M | -9.3% | +25.5% | -34.8% | -9.5% |
| YTD | +7.1% | +43.6% | -36.5% | +6.5% |
| 1Y | -9.1% | +87.2% | -96.3% | -9.9% |
| All | +107.7% | +135.5% | -27.8% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling