-69.4%
U vs STLD
+292.4%
-361.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | -3.8% | +3.1% | -7.0% | -5.4% |
| 30D | +17.5% | -9.0% | +26.4% | +22.2% |
| 3M | +38.7% | -12.4% | +51.1% | +45.8% |
| 6M | +104.4% | +25.5% | +78.9% | +74.8% |
| YTD | -5.7% | +43.6% | -49.3% | -26.4% |
| 1Y | +3.7% | +87.2% | -83.5% | -30.7% |
| 3Y | +12.3% | +135.2% | -122.9% | -36.1% |
| All | -69.4% | +292.4% | -361.8% | -87.3% |
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