+744.0%
T vs STLD
+8,684.3%
-7,940.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -1.3% | +3.1% | -4.4% | -1.7% |
| 30D | +11.4% | -9.0% | +20.3% | +12.7% |
| 3M | +14.3% | -12.4% | +26.7% | +16.2% |
| 6M | -9.3% | +25.5% | -34.8% | -12.7% |
| YTD | +7.1% | +43.6% | -36.5% | +0.9% |
| 1Y | -9.1% | +87.2% | -96.3% | -17.8% |
| 3Y | +105.3% | +135.2% | -29.9% | +76.1% |
| 5Y | +66.8% | +290.9% | -224.1% | +29.2% |
| 10Y | +66.8% | +1,113.5% | -1,046.7% | +4.4% |
| All | +744.0% | +8,684.3% | -7,940.3% | +264.2% |
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