+172.8%
W vs STLD
+115.4%
+57.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.3% |
| 7D | +3.3% | -9.7% | +13.0% | +9.6% |
| 30D | +10.5% | -4.5% | +15.1% | +13.3% |
| 3M | +9.6% | -13.1% | +22.7% | +17.7% |
| 6M | +76.4% | -2.8% | +79.1% | +73.7% |
| YTD | +16.4% | +35.3% | -18.9% | -11.6% |
| 1Y | +9.3% | +51.4% | -42.0% | -24.0% |
| 3Y | +172.8% | +117.9% | +54.9% | +30.7% |
| All | +172.8% | +115.4% | +57.4% | +30.7% |
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 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