+60.1%
STLD vs ALLY
+4.2%
+55.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -4.3% |
| 7D | -3.9% | +2.4% | -6.3% | -4.8% |
| 30D | -0.4% | +5.6% | -5.9% | -2.4% |
| 3M | -9.2% | -11.7% | +2.5% | -5.1% |
| 6M | +5.0% | -7.0% | +12.0% | +7.4% |
| YTD | +42.8% | -10.4% | +53.3% | +48.7% |
| 1Y | +60.1% | +2.4% | +57.7% | +54.9% |
| All | +60.1% | +4.2% | +55.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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