+210.1%
W vs STLD
+761.4%
-551.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +2.1% |
| 7D | +0.2% | +2.9% | -2.8% | -1.5% |
| 30D | +6.8% | -5.6% | +12.4% | +9.8% |
| 3M | +10.7% | -11.7% | +22.4% | +16.6% |
| 6M | +86.3% | -2.8% | +89.1% | +84.8% |
| YTD | +11.5% | +36.4% | -25.0% | -9.7% |
| 1Y | +5.1% | +50.0% | -44.9% | -19.4% |
| 3Y | +171.0% | +122.3% | +48.7% | +67.3% |
| 5Y | -56.6% | +273.2% | -329.8% | -79.8% |
| All | +210.1% | +761.4% | -551.3% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling