+2,926.4%
V vs STLD
+938.4%
+1,988.1%
-51.9%
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% | -0.6% |
| 7D | -1.7% | +3.1% | -4.9% | -2.5% |
| 30D | +2.0% | -9.0% | +10.9% | +4.2% |
| 3M | +17.4% | -12.4% | +29.7% | +20.5% |
| 6M | +17.5% | +25.5% | -8.0% | +9.3% |
| YTD | +7.6% | +43.6% | -36.0% | -3.7% |
| 1Y | +7.7% | +87.2% | -79.5% | -10.5% |
| 3Y | +54.7% | +135.2% | -80.6% | +17.7% |
| 5Y | +73.0% | +290.9% | -217.8% | +10.4% |
| 10Y | +390.9% | +1,113.5% | -722.6% | +111.1% |
| All | +2,926.4% | +938.4% | +1,988.1% | +888.8% |
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