+787.1%
STLD vs ACWI
+220.7%
+566.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.4% |
| 7D | -4.7% | -0.2% | -4.5% | -4.4% |
| 30D | -0.9% | -3.3% | +2.3% | +3.4% |
| 3M | -11.9% | -3.4% | -8.5% | -7.9% |
| 6M | +0.9% | +0.8% | +0.1% | -0.6% |
| YTD | +40.4% | +10.7% | +29.7% | +22.3% |
| 1Y | +56.6% | +11.6% | +45.0% | +34.9% |
| 3Y | +125.5% | +73.4% | +52.1% | +9.1% |
| 5Y | +292.8% | +60.2% | +232.6% | +113.3% |
| 10Y | +787.1% | +221.6% | +565.5% | +101.3% |
| All | +787.1% | +220.7% | +566.4% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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