+272.6%
STLD vs ACWI
+58.8%
+213.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -1.0% |
| 7D | -9.7% | +0.3% | -10.0% | -10.0% |
| 30D | -4.5% | -2.8% | -1.7% | -1.2% |
| 3M | -13.1% | -3.2% | -9.9% | -9.7% |
| 6M | -2.8% | +1.3% | -4.0% | -4.5% |
| YTD | +35.3% | +11.2% | +24.1% | +18.6% |
| 1Y | +51.4% | +13.8% | +37.6% | +29.0% |
| 3Y | +117.9% | +76.2% | +41.7% | +11.0% |
| 5Y | +272.6% | +59.5% | +213.1% | +107.6% |
| All | +272.6% | +58.8% | +213.8% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling