+31.4%
ALB vs STLD
+868.9%
-837.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +9.1% | -11.1% | +20.2% | +14.5% |
| 30D | -3.4% | -4.8% | +1.4% | -1.8% |
| 3M | -20.6% | -14.6% | -6.0% | -15.7% |
| 6M | -48.2% | -7.4% | -40.8% | -47.3% |
| YTD | -29.2% | +32.6% | -61.8% | -39.6% |
| 1Y | +10.0% | +47.3% | -37.3% | -10.5% |
| 3Y | -12.9% | +107.5% | -120.4% | -40.0% |
| 5Y | -61.3% | +268.8% | -330.1% | -79.9% |
| All | +31.4% | +868.9% | -837.5% | -47.3% |
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