+139.1%
STLD vs ALLE
+42.6%
+96.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | +3.1% | -0.2% | +3.4% | +3.2% |
| 30D | -9.0% | -6.8% | -2.2% | -6.3% |
| 3M | -12.4% | +21.0% | -33.4% | -20.0% |
| 6M | +25.5% | +1.1% | +24.4% | +24.3% |
| YTD | +43.6% | -0.5% | +44.2% | +42.4% |
| 1Y | +87.2% | -7.3% | +94.4% | +92.1% |
| All | +139.1% | +42.6% | +96.5% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling