+1,573.4%
STLD vs ALLE
+260.9%
+1,312.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | +3.1% | -0.2% | +3.4% | +3.3% |
| 30D | -9.0% | -6.8% | -2.2% | -5.2% |
| 3M | -12.4% | +21.0% | -33.4% | -22.8% |
| 6M | +25.5% | +1.1% | +24.4% | +23.0% |
| YTD | +43.6% | -0.5% | +44.2% | +41.4% |
| 1Y | +87.2% | -7.3% | +94.4% | +92.2% |
| 3Y | +135.2% | +42.3% | +93.0% | +79.7% |
| 5Y | +290.9% | +13.5% | +277.4% | +240.0% |
| 10Y | +1,113.5% | +144.0% | +969.4% | +561.5% |
| All | +1,573.4% | +260.9% | +1,312.5% | +684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling