+29.0%
U vs STLD
+45.5%
-16.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.5% |
| 7D | +36.6% | -11.1% | +47.7% | +36.4% |
| 30D | +13.3% | -4.8% | +18.1% | +12.8% |
| 3M | +26.2% | -14.6% | +40.7% | +25.8% |
| 6M | +88.7% | -7.4% | +96.2% | +85.2% |
| YTD | +16.6% | +32.6% | -16.0% | +5.1% |
| 1Y | +29.0% | +47.3% | -18.4% | +9.4% |
| All | +29.0% | +45.5% | -16.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling