+3,064.5%
SAP vs STLD
+7,971.8%
-4,907.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.0% | +3.3% |
| 7D | +4.0% | -12.5% | +16.5% | +7.3% |
| 30D | +15.7% | -6.8% | +22.5% | +17.4% |
| 3M | +23.4% | -16.4% | +39.8% | +28.0% |
| 6M | +41.3% | -6.1% | +47.4% | +41.4% |
| YTD | +2.0% | +32.0% | -30.0% | -7.2% |
| 1Y | -5.1% | +45.5% | -50.6% | -15.9% |
| 3Y | +82.1% | +106.5% | -24.4% | +44.0% |
| 5Y | +77.2% | +267.2% | -190.0% | +16.0% |
| 10Y | +233.6% | +878.9% | -645.2% | +54.6% |
| All | +3,064.5% | +7,971.8% | -4,907.3% | +448.6% |
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