+292.8%
STLD vs ALC
-9.1%
+302.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.2% |
| 7D | -4.7% | +2.3% | -7.0% | -5.5% |
| 30D | -0.9% | +15.5% | -16.5% | -5.8% |
| 3M | -11.9% | +0.6% | -12.5% | -12.4% |
| 6M | +0.9% | +18.4% | -17.5% | -5.5% |
| YTD | +40.4% | -5.6% | +46.0% | +41.4% |
| 1Y | +56.6% | 0.0% | +56.5% | +54.0% |
| 3Y | +125.5% | +2.8% | +122.7% | +113.8% |
| 5Y | +292.8% | -8.8% | +301.6% | +267.4% |
| All | +292.8% | -9.1% | +302.0% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling