+74.1%
SAP vs STLD
+269.6%
-195.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +1.6% | -9.7% | +11.3% | +3.0% |
| 30D | +10.5% | -4.5% | +15.1% | +11.1% |
| 3M | +15.2% | -13.1% | +28.2% | +17.1% |
| 6M | +36.7% | -2.8% | +39.4% | +36.0% |
| YTD | -0.6% | +35.3% | -35.9% | -7.3% |
| 1Y | -4.1% | +51.4% | -55.5% | -12.6% |
| 3Y | +73.2% | +117.9% | -44.7% | +43.8% |
| 5Y | +74.1% | +272.6% | -198.5% | +30.3% |
| All | +74.1% | +269.6% | -195.5% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling