-54.2%
W vs STLD
+255.4%
-309.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | -3.6% | -11.1% | +7.5% | +3.2% |
| 30D | +7.0% | -4.8% | +11.7% | +9.8% |
| 3M | +7.4% | -14.6% | +21.9% | +16.0% |
| 6M | +69.3% | -7.4% | +76.7% | +72.4% |
| YTD | +11.3% | +32.6% | -21.3% | -11.6% |
| 1Y | +13.2% | +47.3% | -34.1% | -16.3% |
| 3Y | +142.0% | +107.5% | +34.5% | +42.0% |
| All | -54.2% | +255.4% | -309.6% | -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