+5.0%
STLD vs ALLE
+43.7%
-38.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.2% |
| 7D | -3.9% | +6.7% | -10.6% | -4.6% |
| 30D | -0.4% | +25.4% | -25.8% | -2.8% |
| 3M | -9.2% | +16.9% | -26.1% | -10.4% |
| 6M | +5.0% | +46.6% | -41.6% | -0.5% |
| All | +5.0% | +43.7% | -38.7% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling