+56.6%
STLD vs ACI
-21.6%
+78.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.7% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -0.9% | +9.5% | -10.5% | -1.1% |
| 3M | -11.9% | +10.1% | -22.0% | -12.0% |
| 6M | +0.9% | -15.4% | +16.3% | +0.3% |
| YTD | +40.4% | -19.5% | +60.0% | +37.0% |
| 1Y | +56.6% | -21.0% | +77.5% | +54.0% |
| All | +56.6% | -21.6% | +78.1% | +54.0% |
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