+799.8%
STLD vs ALLY
+182.4%
+617.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.9% |
| 30D | -0.1% | +1.9% | -1.9% | -1.2% |
| 3M | -9.2% | -12.1% | +3.0% | -3.6% |
| 6M | +1.8% | -9.0% | +10.8% | +5.7% |
| YTD | +42.1% | -12.9% | +55.1% | +49.7% |
| 1Y | +58.5% | -0.1% | +58.6% | +56.0% |
| 3Y | +128.2% | +64.6% | +63.6% | +69.0% |
| 5Y | +288.2% | -10.1% | +298.3% | +270.9% |
| 10Y | +799.8% | +176.7% | +623.1% | +383.5% |
| All | +799.8% | +182.4% | +617.4% | +383.5% |
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