+99.5%
U vs STLD
+105.6%
-6.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.3% |
| 7D | +36.6% | -11.1% | +47.7% | +42.1% |
| 30D | +13.3% | -4.8% | +18.1% | +14.4% |
| 3M | +26.2% | -14.6% | +40.7% | +32.5% |
| 6M | +88.7% | -7.4% | +96.2% | +87.9% |
| YTD | +16.6% | +32.6% | -16.0% | -6.4% |
| 1Y | +29.0% | +47.3% | -18.4% | -3.1% |
| 3Y | +99.5% | +107.5% | -8.0% | +22.0% |
| All | +99.5% | +105.6% | -6.2% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling