+58.5%
STLD vs ALLE
+15.9%
+42.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.5% | -0.8% | +0.4% | -0.2% |
| 30D | -0.1% | +27.4% | -27.4% | -6.0% |
| 3M | -9.2% | +13.8% | -23.0% | -11.6% |
| 6M | +1.8% | +45.5% | -43.7% | -9.1% |
| YTD | +42.1% | +21.4% | +20.7% | +30.7% |
| 1Y | +58.5% | +15.4% | +43.2% | +52.8% |
| All | +58.5% | +15.9% | +42.6% | +52.8% |
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