+15.1%
AGG vs STLD
+1,092.9%
-1,077.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.2% | -2.8% | +2.6% | -0.2% |
| 30D | -0.2% | -10.4% | +10.2% | -0.2% |
| 3M | -0.7% | -10.6% | +9.9% | -0.7% |
| 6M | -1.8% | +32.7% | -34.5% | -1.9% |
| YTD | -0.6% | +42.8% | -43.4% | -0.7% |
| 1Y | +0.4% | +86.9% | -86.6% | +0.1% |
| 3Y | +13.2% | +143.8% | -130.6% | +12.7% |
| 5Y | -2.0% | +293.5% | -295.5% | -2.5% |
| 10Y | +15.1% | +1,122.7% | -1,107.6% | +12.7% |
| All | +15.1% | +1,092.9% | -1,077.8% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling