+852.5%
STLD vs ALLY
+189.4%
+663.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | -11.1% | +0.9% | -12.0% | -11.6% |
| 30D | -4.8% | +3.1% | -7.9% | -6.4% |
| 3M | -14.6% | -12.6% | -2.0% | -9.1% |
| 6M | -7.4% | -12.4% | +5.0% | -2.0% |
| YTD | +32.6% | -13.2% | +45.7% | +39.9% |
| 1Y | +47.3% | +1.8% | +45.5% | +43.7% |
| 3Y | +107.5% | +58.0% | +49.6% | +56.8% |
| 5Y | +268.8% | -8.4% | +277.3% | +248.7% |
| All | +852.5% | +189.4% | +663.2% | +371.9% |
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