+852.5%
STLD vs ALK
-41.7%
+894.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | -11.1% | +9.0% | -20.2% | -14.2% |
| 30D | -4.8% | -1.6% | -3.1% | -4.9% |
| 3M | -14.6% | -23.2% | +8.6% | -6.8% |
| 6M | -7.4% | -3.9% | -3.5% | -8.7% |
| YTD | +32.6% | -22.6% | +55.2% | +39.5% |
| 1Y | +47.3% | -5.3% | +52.7% | +42.6% |
| 3Y | +107.5% | +18.6% | +89.0% | +69.2% |
| 5Y | +268.8% | -34.4% | +303.2% | +275.7% |
| All | +852.5% | -41.7% | +894.3% | +809.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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