+277.1%
STLD vs ACI
-42.9%
+320.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.1% |
| 7D | +2.9% | +2.3% | +0.7% | +2.5% |
| 30D | -5.6% | +1.2% | -6.8% | -5.9% |
| 3M | -11.7% | +6.8% | -18.5% | -13.0% |
| 6M | -2.8% | -18.7% | +16.0% | +0.2% |
| YTD | +36.4% | -20.2% | +56.7% | +40.2% |
| 1Y | +50.0% | -23.7% | +73.7% | +55.9% |
| 3Y | +122.3% | -31.6% | +154.0% | +133.3% |
| All | +277.1% | -42.9% | +320.0% | +299.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling