+625.3%
T vs STLD
+7,971.8%
-7,346.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.5% | +1.0% |
| 7D | +4.3% | -12.5% | +16.8% | +6.2% |
| 30D | -9.7% | -6.8% | -2.8% | -8.9% |
| 3M | -4.3% | -16.4% | +12.1% | -2.2% |
| 6M | -13.7% | -6.1% | -7.5% | -13.4% |
| YTD | -8.0% | +32.0% | -39.9% | -12.5% |
| 1Y | -6.9% | +45.5% | -52.4% | -12.8% |
| 3Y | +59.7% | +106.5% | -46.8% | +39.4% |
| 5Y | +53.4% | +267.2% | -213.8% | +19.8% |
| 10Y | +58.2% | +878.9% | -820.6% | +1.9% |
| All | +625.3% | +7,971.8% | -7,346.5% | +215.9% |
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