-0.2%
W vs STLD
+55.9%
-56.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -1.7% | +6.9% | -8.5% | -3.6% |
| 30D | +3.2% | -1.5% | +4.7% | +3.5% |
| 3M | +8.3% | -9.7% | +18.0% | +11.8% |
| 6M | +84.3% | +2.3% | +82.0% | +78.2% |
| YTD | +11.0% | +41.0% | -30.0% | -12.7% |
| 1Y | -0.2% | +51.8% | -52.0% | -26.7% |
| All | -0.2% | +55.9% | -56.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling