+852.5%
STLD vs ALLE
+222.4%
+630.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -11.1% | -0.6% | -10.6% | -10.8% |
| 30D | -4.8% | +25.3% | -30.1% | -17.6% |
| 3M | -14.6% | +10.3% | -24.8% | -20.3% |
| 6M | -7.4% | +38.0% | -45.4% | -25.6% |
| YTD | +32.6% | +17.8% | +14.8% | +16.8% |
| 1Y | +47.3% | +13.6% | +33.7% | +32.7% |
| 3Y | +107.5% | +89.2% | +18.3% | +30.0% |
| 5Y | +268.8% | +51.1% | +217.8% | +164.7% |
| All | +852.5% | +222.4% | +630.1% | +336.9% |
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