+292.6%
STLD vs ACI
-42.9%
+335.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +3.1% | +0.2% | +3.0% | +3.1% |
| 30D | -9.0% | +5.9% | -14.9% | -9.9% |
| 3M | -12.4% | -19.8% | +7.4% | -9.4% |
| 6M | +25.5% | -24.7% | +50.2% | +30.8% |
| YTD | +43.6% | -24.4% | +68.0% | +49.1% |
| 1Y | +87.2% | -31.5% | +118.7% | +98.3% |
| 3Y | +135.2% | -38.7% | +173.9% | +153.1% |
| All | +292.6% | -42.9% | +335.6% | +317.8% |
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 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