+982.0%
STLD vs ACWI
+356.8%
+625.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.5% | +2.7% | +2.4% |
| 30D | -9.0% | +0.9% | -9.9% | -10.2% |
| 3M | -12.4% | +2.4% | -14.8% | -16.0% |
| 6M | +25.5% | +12.4% | +13.1% | +4.5% |
| YTD | +43.6% | +15.2% | +28.5% | +15.0% |
| 1Y | +87.2% | +22.7% | +64.5% | +36.2% |
| 3Y | +135.2% | +75.8% | +59.5% | -2.0% |
| 5Y | +290.9% | +67.7% | +223.1% | +74.9% |
| 10Y | +1,113.5% | +229.0% | +884.5% | +87.4% |
| All | +982.0% | +356.8% | +625.2% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling