+848.2%
STLD vs ALLE
+225.5%
+622.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.7% | -5.9% |
| 7D | -12.5% | 0.0% | -12.5% | -12.5% |
| 30D | -6.8% | +20.6% | -27.4% | -17.4% |
| 3M | -16.4% | +11.4% | -27.8% | -22.4% |
| 6M | -6.1% | +42.5% | -48.7% | -26.0% |
| YTD | +32.0% | +18.9% | +13.1% | +15.6% |
| 1Y | +45.5% | +14.2% | +31.3% | +30.7% |
| 3Y | +106.5% | +90.7% | +15.8% | +28.7% |
| 5Y | +267.2% | +52.5% | +214.7% | +162.1% |
| All | +848.2% | +225.5% | +622.8% | +332.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling