+258.8%
STLD vs ALK
-34.8%
+293.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -11.1% | +9.0% | -20.2% | -13.6% |
| 30D | -4.8% | -1.6% | -3.1% | -4.8% |
| 3M | -14.6% | -23.2% | +8.6% | -8.1% |
| 6M | -7.4% | -3.9% | -3.5% | -8.4% |
| YTD | +32.6% | -22.6% | +55.2% | +38.7% |
| 1Y | +47.3% | -5.3% | +52.7% | +43.4% |
| 3Y | +107.5% | +18.6% | +89.0% | +71.6% |
| All | +258.8% | -34.8% | +293.5% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling