+51.8%
STLD vs ALLY
-0.9%
+52.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +6.9% | -2.1% | +9.0% | +7.6% |
| 30D | -1.5% | +2.0% | -3.5% | -2.3% |
| 3M | -9.7% | -13.3% | +3.6% | -5.1% |
| 6M | +2.3% | -9.9% | +12.2% | +5.7% |
| YTD | +41.0% | -13.5% | +54.6% | +48.5% |
| 1Y | +51.8% | -2.8% | +54.6% | +50.0% |
| All | +51.8% | -0.9% | +52.8% | +50.0% |
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