+881.3%
STLD vs ACI
+29.9%
+851.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.0% |
| 7D | -11.1% | -2.2% | -8.9% | -10.8% |
| 30D | -4.8% | +10.3% | -15.1% | -6.3% |
| 3M | -14.6% | +7.2% | -21.7% | -15.7% |
| 6M | -7.4% | -18.0% | +10.6% | -5.4% |
| YTD | +32.6% | -22.0% | +54.6% | +36.0% |
| 1Y | +47.3% | -23.4% | +70.7% | +51.6% |
| 3Y | +107.5% | -35.8% | +143.4% | +118.5% |
| 5Y | +268.8% | -43.7% | +312.5% | +289.5% |
| All | +881.3% | +29.9% | +851.4% | +936.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling