+163.6%
W vs STLD
+1,306.9%
-1,143.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.3% |
| 7D | -4.2% | +3.1% | -7.3% | -5.8% |
| 30D | -7.6% | -9.0% | +1.4% | -3.8% |
| 3M | +37.2% | -12.4% | +49.5% | +44.7% |
| 6M | +26.3% | +25.5% | +0.8% | +10.4% |
| YTD | -1.0% | +43.6% | -44.6% | -19.9% |
| 1Y | +20.1% | +87.2% | -67.1% | -15.6% |
| 3Y | +37.8% | +135.2% | -97.4% | -13.2% |
| 5Y | -63.7% | +290.9% | -354.5% | -82.3% |
| 10Y | +156.3% | +1,113.5% | -957.1% | -31.8% |
| All | +163.6% | +1,306.9% | -1,143.3% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling