+96.6%
AGG vs STLD
+9,811.3%
-9,714.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | 0.0% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | -0.8% | -9.2% | +8.3% | -0.9% |
| 6M | -1.4% | +1.8% | -3.2% | -1.4% |
| YTD | -1.1% | +42.1% | -43.2% | -0.9% |
| 1Y | -1.0% | +58.5% | -59.5% | -0.8% |
| 3Y | +14.1% | +128.2% | -114.1% | +14.5% |
| 5Y | -1.3% | +288.2% | -289.5% | -0.6% |
| 10Y | +16.6% | +799.8% | -783.2% | +18.0% |
| All | +96.6% | +9,811.3% | -9,714.7% | +104.6% |
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