-6.4%
SAP vs STLD
+58.4%
-64.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +7.5% | -0.1% | +7.5% | +7.5% |
| 3M | +11.6% | -9.2% | +20.8% | +10.7% |
| 6M | +37.6% | +1.8% | +35.9% | +39.4% |
| YTD | -2.0% | +42.1% | -44.1% | +6.4% |
| 1Y | -6.4% | +58.5% | -64.9% | -0.5% |
| All | -6.4% | +58.4% | -64.8% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling