+1,081.9%
STLD vs A
+246.7%
+835.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +3.1% | -1.9% | +5.1% | +4.1% |
| 30D | -9.0% | +6.9% | -15.9% | -12.2% |
| 3M | -12.4% | +9.2% | -21.6% | -16.7% |
| 6M | +25.5% | +25.7% | -0.2% | +10.1% |
| YTD | +43.6% | +11.5% | +32.1% | +33.2% |
| 1Y | +87.2% | +18.4% | +68.8% | +67.6% |
| 3Y | +135.2% | +26.6% | +108.6% | +95.2% |
| 5Y | +290.9% | -12.8% | +303.7% | +291.3% |
| All | +1,081.9% | +246.7% | +835.2% | +462.3% |
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