+77.2%
SAP vs STLD
+268.5%
-191.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.0% | +2.5% |
| 7D | +4.0% | -12.5% | +16.5% | +5.9% |
| 30D | +15.7% | -6.8% | +22.5% | +16.6% |
| 3M | +23.4% | -16.4% | +39.8% | +26.1% |
| 6M | +41.3% | -6.1% | +47.4% | +41.3% |
| YTD | +2.0% | +32.0% | -30.0% | -4.5% |
| 1Y | -5.1% | +45.5% | -50.6% | -12.9% |
| 3Y | +82.1% | +106.5% | -24.4% | +52.6% |
| 5Y | +77.2% | +267.2% | -190.0% | +32.6% |
| All | +77.2% | +268.5% | -191.3% | +32.6% |
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 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