+60.1%
STLD vs ALLE
+18.6%
+41.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.4% |
| 7D | -3.9% | +6.7% | -10.6% | -5.4% |
| 30D | -0.4% | +25.4% | -25.8% | -5.8% |
| 3M | -9.2% | +16.9% | -26.1% | -12.4% |
| 6M | +5.0% | +46.6% | -41.6% | -6.5% |
| YTD | +42.8% | +22.4% | +20.4% | +31.3% |
| 1Y | +60.1% | +17.7% | +42.3% | +50.7% |
| All | +60.1% | +18.6% | +41.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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