+50.0%
STLD vs ALK
-10.2%
+60.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.9% |
| 7D | +2.9% | -1.2% | +4.1% | +3.1% |
| 30D | -5.6% | +7.7% | -13.2% | -7.2% |
| 3M | -11.7% | -19.0% | +7.3% | -7.6% |
| 6M | -2.8% | -0.2% | -2.6% | -4.7% |
| YTD | +36.4% | -23.5% | +59.9% | +40.7% |
| 1Y | +50.0% | -9.1% | +59.1% | +48.7% |
| All | +50.0% | -10.2% | +60.2% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling