+894.3%
STLD vs ACWI
+330.1%
+564.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.8% | -1.8% |
| 7D | -12.5% | -4.0% | -8.5% | -6.8% |
| 30D | -6.8% | -5.8% | -1.0% | +2.0% |
| 3M | -16.4% | -5.0% | -11.3% | -9.6% |
| 6M | -6.1% | +0.7% | -6.8% | -7.7% |
| YTD | +32.0% | +8.4% | +23.5% | +15.7% |
| 1Y | +45.5% | +10.1% | +35.4% | +24.6% |
| 3Y | +106.5% | +70.8% | +35.7% | -10.2% |
| 5Y | +267.2% | +55.4% | +211.8% | +84.5% |
| 10Y | +878.9% | +223.3% | +655.6% | +54.1% |
| All | +894.3% | +330.1% | +564.2% | +15.8% |
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