-24.8%
U vs STLD
+701.0%
-725.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.9% |
| 7D | +32.3% | -9.7% | +42.0% | +36.8% |
| 30D | +9.7% | -4.5% | +14.2% | +10.8% |
| 3M | +19.6% | -13.1% | +32.7% | +24.6% |
| 6M | +82.6% | -2.8% | +85.4% | +79.3% |
| YTD | +16.4% | +35.3% | -18.9% | -2.6% |
| 1Y | +28.5% | +51.4% | -22.9% | +2.0% |
| 3Y | +103.8% | +117.9% | -14.2% | +37.1% |
| 5Y | -70.0% | +272.6% | -342.6% | -82.7% |
| All | -24.8% | +701.0% | -725.8% | -54.0% |
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