-71.5%
U vs STLD
+289.0%
-360.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -3.9% |
| 7D | +24.4% | -4.7% | +29.0% | +26.2% |
| 30D | +7.4% | -0.9% | +8.3% | +6.7% |
| 3M | +16.8% | -11.9% | +28.7% | +22.1% |
| 6M | +78.8% | +0.9% | +77.9% | +71.0% |
| YTD | +14.0% | +40.4% | -26.5% | -11.5% |
| 1Y | +16.7% | +56.6% | -39.8% | -15.2% |
| 3Y | +86.4% | +125.5% | -39.1% | +6.3% |
| 5Y | -71.5% | +292.8% | -364.3% | -88.6% |
| All | -71.5% | +289.0% | -360.4% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling