+7,484.2%
STLD vs ALK
+609.9%
+6,874.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.3% | -6.5% |
| 7D | -12.5% | +7.1% | -19.5% | -14.6% |
| 30D | -6.8% | -3.0% | -3.9% | -6.5% |
| 3M | -16.4% | -25.6% | +9.3% | -8.9% |
| 6M | -6.1% | +0.5% | -6.6% | -8.4% |
| YTD | +32.0% | -23.1% | +55.0% | +38.4% |
| 1Y | +45.5% | -7.5% | +53.1% | +43.2% |
| 3Y | +106.5% | +15.3% | +91.2% | +79.2% |
| 5Y | +267.2% | -34.8% | +302.0% | +276.8% |
| 10Y | +878.9% | -41.2% | +920.0% | +856.4% |
| All | +7,484.2% | +609.9% | +6,874.4% | +2,778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling