+60.1%
STLD vs ACI
-18.4%
+78.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.6% | -3.0% |
| 7D | -3.9% | +4.5% | -8.4% | -3.9% |
| 30D | -0.4% | +20.9% | -21.2% | -0.7% |
| 3M | -9.2% | +15.2% | -24.5% | -9.3% |
| 6M | +5.0% | -13.3% | +18.3% | +4.2% |
| YTD | +42.8% | -16.2% | +59.0% | +39.3% |
| 1Y | +60.1% | -16.9% | +76.9% | +57.4% |
| All | +60.1% | -18.4% | +78.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling