+72.2%
V vs STLD
+292.4%
-220.2%
-24.1%
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% | -0.7% |
| 7D | -1.7% | +3.1% | -4.9% | -2.3% |
| 30D | +2.0% | -9.0% | +10.9% | +3.5% |
| 3M | +17.4% | -12.4% | +29.7% | +19.7% |
| 6M | +17.5% | +25.5% | -8.0% | +11.1% |
| YTD | +7.6% | +43.6% | -36.0% | -1.3% |
| 1Y | +7.7% | +87.2% | -79.5% | -6.8% |
| 3Y | +54.7% | +135.2% | -80.6% | +24.6% |
| All | +72.2% | +292.4% | -220.2% | +18.1% |
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