-39.0%
U vs STLD
+750.0%
-789.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.8% | +3.1% | -7.0% | -5.1% |
| 30D | +17.5% | -9.0% | +26.4% | +21.3% |
| 3M | +38.7% | -12.4% | +51.1% | +44.4% |
| 6M | +104.4% | +25.5% | +78.9% | +80.9% |
| YTD | -5.7% | +43.6% | -49.3% | -22.2% |
| 1Y | +3.7% | +87.2% | -83.5% | -24.1% |
| 3Y | +12.3% | +135.2% | -122.9% | -26.1% |
| 5Y | -68.8% | +290.9% | -359.7% | -82.3% |
| All | -39.0% | +750.0% | -789.1% | -63.3% |
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 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