+799.8%
STLD vs ALLE
+212.2%
+587.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -0.5% | -0.8% | +0.4% | +0.1% |
| 30D | -0.1% | +27.4% | -27.4% | -14.2% |
| 3M | -9.2% | +13.8% | -23.0% | -16.7% |
| 6M | +1.8% | +45.5% | -43.7% | -20.7% |
| YTD | +42.1% | +21.4% | +20.7% | +23.0% |
| 1Y | +58.5% | +15.4% | +43.2% | +41.7% |
| 3Y | +128.2% | +91.7% | +36.5% | +42.3% |
| 5Y | +288.2% | +54.5% | +233.7% | +175.5% |
| 10Y | +799.8% | +210.5% | +589.3% | +320.3% |
| All | +799.8% | +212.2% | +587.6% | +320.3% |
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