+56.4%
V vs STLD
+135.5%
-79.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.7% | +3.1% | -4.9% | -2.1% |
| 30D | +2.0% | -9.0% | +10.9% | +3.0% |
| 3M | +17.4% | -12.4% | +29.7% | +19.1% |
| 6M | +17.5% | +25.5% | -8.0% | +12.4% |
| YTD | +7.6% | +43.6% | -36.0% | +0.4% |
| 1Y | +7.7% | +87.2% | -79.5% | -4.3% |
| All | +56.4% | +135.5% | -79.1% | +35.7% |
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