-22.7%
U vs STLD
+707.6%
-730.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.5% | +6.5% |
| 7D | +2.6% | +2.9% | -0.4% | +1.2% |
| 30D | +27.6% | -5.6% | +33.1% | +29.2% |
| 3M | +15.3% | -11.7% | +27.1% | +19.3% |
| 6M | +96.4% | -2.8% | +99.2% | +92.6% |
| YTD | +19.6% | +36.4% | -16.9% | -0.5% |
| 1Y | +42.1% | +50.0% | -7.9% | +13.2% |
| 3Y | +87.5% | +122.3% | -34.8% | +25.0% |
| 5Y | -73.1% | +273.2% | -346.4% | -84.6% |
| All | -22.7% | +707.6% | -730.3% | -53.0% |
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