+214.8%
SAP vs STLD
+868.9%
-654.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -0.7% | -11.1% | +10.5% | +1.4% |
| 30D | +11.1% | -4.8% | +15.9% | +11.9% |
| 3M | +17.0% | -14.6% | +31.6% | +19.9% |
| 6M | +34.8% | -7.4% | +42.2% | +35.3% |
| YTD | -2.2% | +32.6% | -34.8% | -9.7% |
| 1Y | -6.4% | +47.3% | -53.8% | -15.6% |
| 3Y | +75.1% | +107.5% | -32.4% | +43.3% |
| 5Y | +69.8% | +268.8% | -199.0% | +18.1% |
| All | +214.8% | +868.9% | -654.1% | +69.3% |
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