+660.9%
STLD vs ALC
+32.2%
+628.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -9.7% | +2.1% | -11.7% | -10.6% |
| 30D | -4.5% | +17.2% | -21.7% | -11.4% |
| 3M | -13.1% | +4.6% | -17.7% | -15.3% |
| 6M | -2.8% | +20.1% | -22.9% | -11.6% |
| YTD | +35.3% | -4.2% | +39.5% | +35.2% |
| 1Y | +51.4% | +2.1% | +49.3% | +46.4% |
| 3Y | +117.9% | +4.5% | +113.5% | +100.5% |
| 5Y | +272.6% | -12.3% | +284.9% | +270.1% |
| All | +660.9% | +32.2% | +628.7% | +429.7% |
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