+145.6%
W vs STLD
+104.7%
+40.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.6% | -0.6% | -3.7% |
| 7D | -5.6% | -12.5% | +6.9% | +2.1% |
| 30D | +7.5% | -6.8% | +14.4% | +11.8% |
| 3M | +5.4% | -16.4% | +21.8% | +15.9% |
| 6M | +79.4% | -6.1% | +85.5% | +80.5% |
| YTD | +12.9% | +32.0% | -19.1% | -13.0% |
| 1Y | +12.4% | +45.5% | -33.1% | -19.9% |
| All | +145.6% | +104.7% | +40.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling