+782.2%
STLD vs A
+328.7%
+453.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +0.6% |
| 7D | -9.7% | +4.8% | -14.4% | -11.6% |
| 30D | -4.5% | +5.6% | -10.2% | -7.1% |
| 3M | -13.1% | +23.6% | -36.7% | -22.0% |
| 6M | -2.8% | +56.4% | -59.1% | -23.3% |
| YTD | +35.3% | +33.4% | +1.9% | +14.9% |
| 1Y | +51.4% | +23.7% | +27.7% | +33.5% |
| 3Y | +117.9% | +71.0% | +46.9% | +55.2% |
| 5Y | +272.6% | +16.8% | +255.8% | +219.7% |
| 10Y | +782.2% | +323.8% | +458.4% | +314.4% |
| All | +782.2% | +328.7% | +453.5% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling