+943.9%
STLD vs ACI
+33.9%
+910.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +6.9% | -0.5% | +7.3% | +6.9% |
| 30D | -1.5% | +4.9% | -6.4% | -2.3% |
| 3M | -9.7% | +11.1% | -20.8% | -11.3% |
| 6M | +2.3% | -14.9% | +17.2% | +4.0% |
| YTD | +41.0% | -19.6% | +60.6% | +44.1% |
| 1Y | +51.8% | -22.7% | +74.5% | +56.2% |
| 3Y | +126.4% | -31.2% | +157.7% | +135.3% |
| 5Y | +285.7% | -42.3% | +328.0% | +305.8% |
| All | +943.9% | +33.9% | +910.0% | +998.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling