+217.0%
W vs STLD
+804.7%
-587.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -5.7% |
| 7D | +1.1% | -4.7% | +5.7% | +3.5% |
| 30D | +6.4% | -0.9% | +7.4% | +6.6% |
| 3M | +9.0% | -11.9% | +20.8% | +15.0% |
| 6M | +69.8% | +0.9% | +68.9% | +65.1% |
| YTD | +12.1% | +40.4% | -28.4% | -10.6% |
| 1Y | 0.0% | +56.6% | -56.5% | -25.0% |
| 3Y | +160.3% | +125.5% | +34.9% | +59.6% |
| 5Y | -53.3% | +292.8% | -346.1% | -78.8% |
| 10Y | +217.0% | +787.1% | -570.1% | -20.8% |
| All | +217.0% | +804.7% | -587.7% | -20.8% |
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 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