+2,695.2%
SAP vs STLD
+8,684.3%
-5,989.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -2.9% | +3.1% | -6.1% | -3.7% |
| 30D | +9.0% | -9.0% | +18.0% | +11.2% |
| 3M | +14.9% | -12.4% | +27.3% | +17.9% |
| 6M | +11.9% | +25.5% | -13.6% | +4.3% |
| YTD | -9.9% | +43.6% | -53.5% | -19.4% |
| 1Y | -19.5% | +87.2% | -106.7% | -33.0% |
| 3Y | +61.8% | +135.2% | -73.4% | +24.1% |
| 5Y | +56.2% | +290.9% | -234.7% | +0.9% |
| 10Y | +180.6% | +1,113.5% | -932.8% | +23.3% |
| All | +2,695.2% | +8,684.3% | -5,989.1% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling