+1,081.9%
STLD vs ALK
-34.2%
+1,116.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.2% |
| 7D | +3.1% | -0.7% | +3.8% | +3.4% |
| 30D | -9.0% | -19.2% | +10.2% | -1.6% |
| 3M | -12.4% | -1.5% | -10.8% | -13.1% |
| 6M | +25.5% | -13.1% | +38.6% | +28.5% |
| YTD | +43.6% | -16.4% | +60.0% | +48.4% |
| 1Y | +87.2% | -33.1% | +120.3% | +108.8% |
| 3Y | +135.2% | +0.6% | +134.6% | +108.2% |
| 5Y | +290.9% | -26.4% | +317.3% | +282.4% |
| All | +1,081.9% | -34.2% | +1,116.1% | +956.8% |
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