+1,122.7%
STLD vs AGI
+398.0%
+724.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.1% |
| 7D | -2.8% | +2.2% | -5.0% | -2.9% |
| 30D | -10.4% | +11.3% | -21.7% | -11.0% |
| 3M | -10.6% | +5.6% | -16.2% | -11.1% |
| 6M | +32.7% | -27.7% | +60.4% | +34.7% |
| YTD | +42.8% | -4.1% | +46.9% | +42.3% |
| 1Y | +86.9% | +13.8% | +73.2% | +84.2% |
| 3Y | +143.8% | +217.0% | -73.2% | +125.2% |
| 5Y | +293.5% | +404.3% | -110.8% | +254.2% |
| 10Y | +1,122.7% | +400.5% | +722.2% | +1,048.0% |
| All | +1,122.7% | +398.0% | +724.7% | +1,048.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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