-28.6%
U vs STLD
+681.1%
-709.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -7.6% | +22.5% | +17.8% |
| 7D | +24.3% | -12.5% | +36.7% | +30.0% |
| 30D | +8.6% | -6.8% | +15.4% | +10.7% |
| 3M | +37.6% | -16.4% | +53.9% | +45.4% |
| 6M | +78.5% | -6.1% | +84.6% | +77.7% |
| YTD | +10.5% | +32.0% | -21.5% | -6.7% |
| 1Y | +15.2% | +45.5% | -30.3% | -7.0% |
| 3Y | +76.6% | +106.5% | -29.9% | +21.3% |
| 5Y | -67.9% | +267.2% | -335.1% | -81.3% |
| All | -28.6% | +681.1% | -709.7% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling