+87.2%
STLD vs ALLY
+9.5%
+77.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | +3.7% | -0.5% | +1.8% |
| 30D | -9.0% | -2.3% | -6.7% | -8.3% |
| 3M | -12.4% | +3.8% | -16.2% | -13.8% |
| 6M | +25.5% | +9.7% | +15.8% | +20.7% |
| YTD | +43.6% | -1.4% | +45.0% | +43.7% |
| 1Y | +87.2% | +8.2% | +79.0% | +77.1% |
| All | +87.2% | +9.5% | +77.7% | +77.1% |
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