+61.0%
T vs STLD
+104.7%
-43.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.5% | 0.0% |
| 7D | +4.3% | -12.5% | +16.8% | +4.4% |
| 30D | -9.7% | -6.8% | -2.8% | -9.7% |
| 3M | -4.3% | -16.4% | +12.1% | -4.1% |
| 6M | -13.7% | -6.1% | -7.5% | -13.7% |
| YTD | -8.0% | +32.0% | -39.9% | -8.3% |
| 1Y | -6.9% | +45.5% | -52.4% | -7.4% |
| All | +61.0% | +104.7% | -43.7% | +59.1% |
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 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