+232.1%
W vs STLD
+868.9%
-636.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -3.6% | -11.1% | +7.5% | +2.6% |
| 30D | +7.0% | -4.8% | +11.7% | +9.6% |
| 3M | +7.4% | -14.6% | +21.9% | +15.2% |
| 6M | +69.3% | -7.4% | +76.7% | +72.5% |
| YTD | +11.3% | +32.6% | -21.3% | -8.3% |
| 1Y | +13.2% | +47.3% | -34.1% | -12.2% |
| 3Y | +142.0% | +107.5% | +34.5% | +55.2% |
| 5Y | -54.6% | +268.8% | -323.5% | -78.8% |
| All | +232.1% | +868.9% | -636.8% | -25.4% |
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