+740.9%
STLD vs ALLY
+174.3%
+566.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.6% |
| 7D | +2.9% | +0.4% | +2.6% | +2.7% |
| 30D | -5.6% | +5.2% | -10.8% | -8.1% |
| 3M | -11.7% | -13.3% | +1.6% | -5.7% |
| 6M | -2.8% | -6.7% | +3.9% | -0.2% |
| YTD | +36.4% | -12.8% | +49.3% | +43.6% |
| 1Y | +50.0% | +0.7% | +49.3% | +47.0% |
| 3Y | +122.3% | +65.2% | +57.1% | +64.3% |
| 5Y | +273.2% | -10.1% | +283.4% | +256.7% |
| All | +740.9% | +174.3% | +566.6% | +361.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling