+139.1%
STLD vs ALLY
+63.1%
+76.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | +3.7% | -0.5% | +1.6% |
| 30D | -9.0% | -2.3% | -6.7% | -8.1% |
| 3M | -12.4% | +3.8% | -16.2% | -13.9% |
| 6M | +25.5% | +9.7% | +15.8% | +20.1% |
| YTD | +43.6% | -1.4% | +45.0% | +43.2% |
| 1Y | +87.2% | +8.2% | +79.0% | +78.8% |
| All | +139.1% | +63.1% | +76.0% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling