+243.6%
W vs STLD
+779.4%
-535.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.5% |
| 7D | +3.3% | -9.7% | +13.0% | +9.0% |
| 30D | +10.5% | -4.5% | +15.1% | +13.1% |
| 3M | +9.6% | -13.1% | +22.7% | +16.6% |
| 6M | +76.4% | -2.8% | +79.1% | +75.1% |
| YTD | +16.4% | +35.3% | -18.9% | -5.1% |
| 1Y | +9.3% | +51.4% | -42.0% | -16.4% |
| 3Y | +172.8% | +117.9% | +54.9% | +70.5% |
| 5Y | -53.4% | +272.6% | -326.0% | -78.3% |
| 10Y | +243.6% | +782.2% | -538.6% | -15.9% |
| All | +243.6% | +779.4% | -535.7% | -15.9% |
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