+645.3%
STLD vs ALC
+31.8%
+613.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -11.1% | +4.9% | -16.0% | -13.1% |
| 30D | -4.8% | +19.0% | -23.7% | -12.2% |
| 3M | -14.6% | +7.8% | -22.3% | -17.9% |
| 6M | -7.4% | +14.6% | -22.0% | -14.0% |
| YTD | +32.6% | -4.4% | +37.0% | +32.6% |
| 1Y | +47.3% | +1.4% | +45.9% | +42.9% |
| 3Y | +107.5% | +2.5% | +105.0% | +92.9% |
| 5Y | +268.8% | -10.9% | +279.7% | +262.4% |
| All | +645.3% | +31.8% | +613.5% | +419.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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