+58.5%
STLD vs ALK
-3.2%
+61.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -0.5% | +2.6% | -3.0% | -1.0% |
| 30D | -0.1% | +7.8% | -7.9% | -1.8% |
| 3M | -9.2% | -15.2% | +6.1% | -5.6% |
| 6M | +1.8% | +5.0% | -3.3% | -1.3% |
| YTD | +42.1% | -18.4% | +60.6% | +44.9% |
| 1Y | +58.5% | -2.4% | +60.9% | +53.4% |
| All | +58.5% | -3.2% | +61.8% | +53.4% |
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