+782.2%
STLD vs ALLY
+201.0%
+581.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.6% |
| 7D | -9.7% | -0.2% | -9.5% | -9.6% |
| 30D | -4.5% | +3.4% | -8.0% | -6.3% |
| 3M | -13.1% | -11.1% | -2.0% | -8.3% |
| 6M | -2.8% | -11.5% | +8.7% | +2.4% |
| YTD | +35.3% | -12.3% | +47.7% | +42.2% |
| 1Y | +51.4% | +1.1% | +50.3% | +48.2% |
| 3Y | +117.9% | +64.8% | +53.1% | +61.3% |
| 5Y | +272.6% | -6.9% | +279.5% | +249.3% |
| 10Y | +782.2% | +194.9% | +587.2% | +358.9% |
| All | +782.2% | +201.0% | +581.2% | +358.9% |
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 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