-53.4%
W vs STLD
+269.6%
-323.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.4% |
| 6M | +76.4% | -2.8% | +79.1% | +74.4% |
| YTD | +16.4% | +35.3% | -18.9% | -8.6% |
| 1Y | +9.3% | +51.4% | -42.0% | -20.4% |
| 3Y | +172.8% | +117.9% | +54.9% | +55.4% |
| 5Y | -53.4% | +272.6% | -326.0% | -80.7% |
| All | -53.4% | +269.6% | -323.0% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling